We demonstrate that layered violet phosphorus, an emerging 2D semiconductor, undergoes strong anisotropic third-harmonic generation (THG). Polarization dependence of in-plane THG presents a cruciate-flower-shaped curve. Through theoretical modeling of the in-plane THG response, done by considering crystalline symmetry of violet phosphorus, we successfully quantify four non-zero third-order nonlinear optical susceptibility tensor elements. From control experiments, the magnitude of third-order nonlinear optical susceptibility |χ3| is calculated to be about 4.0 × 10-19 m2 V-2, which is comparable to those of conventional 2D layered semiconductors. These results indicate that the layered violet phosphorus can serve as an ideal building block for nonlinear optical applications.