A second harmonic generation model of space-time thermo-optic coupling was proposed in thermal anisotropic nonlinear crystals, where an iterative approach was used to approximate the temperature anisotropy. The coupling process was simulated with the aid of derived analytical formulas in a gallium selenide crystal, pumped by a pulsed carbon dioxide laser. The intensities of the fundamental and harmonic beams, conversion efficiencies and temperature distributions were demonstrated during the evolution processes. The results showed that a compensation for the phase mismatch induced by the thermal effect can mitigate the reduction of conversion efficiency better than temperature control.