Due to the remarkably strong second-harmonic generation (SHG), two-dimensional materials have excellent potential applications in nonlinear optics (NLOs). However, their SHG efficiency remains limited due to the short light−matter interaction length. Through van der Waals heterostructure (vdWHS) engineering, it is possible to elongate light−matter interacting length and control structural symmetries and anisotropies. Here, vdWHSs were built by noncentrosymmetric monolayer g-C 3 N 4 and centrosymmetric BiVO 4 slabs with varying layers. Their structural stabilities, electronic band structures, band alignments, and SHG susceptibilities have been systematically simulated by DFT calculations. Interestingly, BiVO 4 slabs with two or more layers form stable type-II heterostructures with g-C 3 N 4 , exhibiting the interlayer separation of photogenerated carriers. Besides, vdWHSs broke the centrosymmetry of BiVO 4 , resulting in remarkable and complex SHG responses. The in-plane SHG susceptibility of g-C 3 N 4 /BiVO 4 vdWHSs exceeds 100 pm/V in the 700−800 nm range and gradually decreases as the thickness increases. Significant polarized out-of-plane SHG was introduced by vdWHS. The χ zxx (2) , χ zxy (2) , and χ zyy (2) components show multiple high peaks at 400−780 and 780−1240 nm, with intensities 3 times larger than that of LiNbO 3 . These indicate that such vdWHS composites hold considerable potential for NLO in both visible and infrared light regions, which are important for advanced optical communication and photonic computing systems.