The second harmonic generation (SHG) in the asymmetric coupled quantum wells (ACQWs) is studied theoretically for different widths of the right-well and the barrier. The analytical expression of the SHG susceptibility is deduced by using the compact density matrix approach and the iterative method. Numerical calculations are presented for typical GaAs/AlxGa1−xAs ACQWs. The results show that the calculated SHG susceptibility in this coupled system can reach a magnitude of 10−5 m V−1, 1–2 orders higher than that in single quantum systems. Moreover, the SHG susceptibilities are not monotonic functions of the widths of the right-well and the barrier, but have complex relationships with them. The calculated results also reveal that by adjusting the widths of the right-well and the barrier respectively, a set of optimal structural parameters can be found for obtaining a strong SHG susceptibility.