Simultaneous control of the optical linearity and nonlinearity of the materials plays key roles in next‐generation electronics and optics as it offers the potential of manipulating the fundamental properties while generating new frequencies of light. Such control is exceedingly challenging at the technologically important terahertz (THz) frequencies due to the severe scarcity of high‐performance nonlinear materials. Here, a unique method is introduced for achieving THz second‐order nonlinearity through Lorentz force‐driven anharmonic oscillations of free electrons in metasurfaces. It does not depend on natural nonlinear materials and provides ultrahigh design freedom. Using this approach, efficient THz second harmonic generation (SHG) is experimentally demonstrated with remarkably large values of the effective nonlinear susceptibility at room temperature. By engineering the geometry of the metasurfaces, the generation and suppression of the second harmonics can be controlled and customize their polarization states at will. This efficient, configurable, room‐temperature, and ultra‐compact platform for THz SHG provides new perspectives for developing high‐performance THz sources, frequency multipliers, and other nonlinear devices.