Layered franckeite is a natural superlattice composed of two alternating layers of different compositions, SnS2- and PbS-like. This creates incommensurability between the two species along the planes of the layers, resulting in spontaneous symmetry-break periodic ripples in the a-axis orientation. Nevertheless, natural franckeite heterostructure has shown potential for optoelectronic applications mostly because it is a semiconductor with 0.7 eV bandgap, air-stable, and can be easily exfoliated down to ultrathin thicknesses. Here, we demonstrate that few-layer franckeite shows a highly anisotropic nonlinear optical response due to its lattice structure, which allows for the identification of the ripple axis. Moreover, we find that the highly anisotropic third-harmonic emission strongly varies with material thickness. These features are further corroborated by a theoretical nonlinear susceptibility model and the nonlinear transfer matrix method. Overall, our findings help to understand this material and propose a characterization method that could be used in other layered materials and heterostructures to assign their characteristic axes.