The extensive collection of lipids found in cell membranes is justified by the fact that each lipid contributes to their overall structure, dynamics, and properties and so to the biological processes taking place within them. It also showcases that, in order to deepen our understanding of membranes, we need to have a tool to differentiate lipid bilayers of varying composition. In this work, we investigate a suite of single-component saturated glycerophospholipids varying only in their headgroup structure by analyzing the second harmonic generation (SHG) nonlinear optical (NLO) response of a probe, di-8-ANEPPS, embedded into the membranes. The seven hydrophilic heads chosen (phosphatidylcholine (PC), phosphatidylethanolamine (PE), diaglycerol (GL), phosphatidylserine (PS), phosphatidylglycerol (PG), phosphatidylinositol (PI), and phosphatidyc acid (PA)) represent all the major headgroups that are part of mammalian plasma membranes and provide an assortment of neutral, zwiterrionic, and charged species. First, molecular dynamics simulations revealed that the lipidic arrangement is strongly sensitive to the nature of the hydrophilic head and less to the variety in the hydrophobic region. Membranes exhibiting drastically opposite structural properties can be pointed out: 1,2-dihexadecanoyl-rac-glycerol (DPGL) is the thickest and most ordered and aligned system, whereas 1,2-diacyl-sn-glycero-3-phospho-(1'-sn-glycerol) (DPPG) is thinnest and least ordered and aligned system. The structural analyses are then confronted with the molecular NLO responses, β, computed at the time-dependent density functional theory (TDDFT) level. As the orientation of the chromophore is impacted by the various degrees of order within the lipid bilayers, the diagonal component of the β tensor parallel to the bilayer normal, βZZZ, is as well. In the end, this computational approach provides insights into the link between lipid building blocks and the NLO responses of the embedded dye.