This study numerically investigated second harmonic generation (SHG) and the linear optical responses in core–shell nanoparticles comprising a gold core and silicon shell. The effects of the core radius and shell thickness were studied based on the resonance wavelength shifts, linear responses, and SHG efficiency in numerical simulations. By accurately setting the shell thickness, a model was designed where the resonance wavelength was almost constant relative to variations in the core radius for a specific shell thickness (i.e., the resonance wavelength did not shift). Thus, it was possible to optimize the efficiency of the linear optical responses and SHG in the core–shell nanoparticles by only changing the core radius. The desired efficiency can be achieved for this nanoparticle in specific applications by first tuning the resonance wavelength by changing the shell thickness and then by optimizing the efficiency by changing the core radius. The results obtained in this study may facilitate the development and optimization of optical nanodevices for different applications in nanophotonics and nano-optics, such as nanolasers and nanosensors.