This work presents a theoretical approach for self-focusing as well as second harmonic generation of a Hermite-Gaussian (HG) laser beam in collisional plasma. On incidence in plasma, high electric field of HG laser beam causes the nonuniform distribution of plasma electrons as a result of collisional nonlinearity and thus creates the refractive index gradient which causes the wavefront to collapse about the centre and form a tight focus. Moment theory approach has been used to derive the coupled differential equations governing the spot size of the HG laser beam in both the transverse directions x and y. Second harmonics of the HG laser beam is generated by the excitation of the electron plasma wave at pump frequency which further interacts with the pump beam to generate the radiation with double the frequency of the later. Different mode indices of HG laser beam have significant effect on the self-focusing as well as on second harmonic generation of the laser beam in plasma. It has been observed that for higher mode indices (TEM02) second harmonic yield (SHY) is greater.