We theoretically investigate the second-harmonic generation (SHG) coefficient of anisotropic quantum disks in the presence of a tilted magnetic field. Within the framework of the effective-mass approximation, we obtain the confined wave functions and energies of electrons of anisotropic quantum disks. We also obtain the SHG coefficient by the compact-density-matrix approach and the iterative method. The numerical results for the typical GaAs/AlGaAs anisotropic quantum disks show that the SHG coefficient depends strongly on the anisotropy and the magnetic field direction θ. And we find that the maximum value of SHG coefficient is occurring at maximum η.