An effective control of the second harmonic generation (SHG) efficiency in electrospun nanofibers of nonlinear optically active 2-methyl-4-nitroaniline and carrier polymer poly(L-lactic acid) (MNA-PLLA) is presented. The SHG efficiency of the MNA-PLLA fibers strongly depends on the diameter of the nanofibers and can be increased up to an order of magnitude by controlling the electrospinning processing parameters. For optimal electrospinning process conditions, MNA-PLLA nanofibers with an effective nonlinear optical coefficient that is two orders of magnitude greater than the counterpart bulk powder MNA may be obtained. The work can be used as a guideline for the manufacture of nanophotonic devices.