A new investigation on anisotropic nonlinear optical properties of GaN/AlN quantum dots with multitype-tunable shape under electric field have been performed in the effective mass approximation. By means of the finite difference method, the results show that continuously graded elliptic-like quantum dots have higher polarization stability on nonlinear coefficients. The enhancement and abort of the second-harmonic generation, the optical rectification and third-harmonic generation coefficients strongly depend on the asymmetry of quantum dots, the electric field strength and direction, and polarization direction of incident wave.