We depict a new approach for the localized creation in three dimensions (3D) of a highly demanded nonlinear optical function for integrated optics, namely second harmonic generation. We report on the nonlinear optical characteristics induced by single-beam femtosecond direct laser writing in a tailored silver-containing phosphate glass. The original spatial distribution of the nonlinear pattern, composed of four lines after one single laser writing translation, is observed and modeled with success, demonstrating the electric field induced origin of the second harmonic generation. These efficient second-order nonlinear structures (with χeff(2) ∼ 0.6 pm V−1) with sub-micron scale are impressively stable under thermal constraint up to glass transition temperature, which makes them very promising for new photonic applications, especially when 3D nonlinear architectures are desired.