We have performed theoretical calculation of the nonlinear optical properties in a quantum well (QW) with the hyperbolic confinement potential. Calculation results reveal that the transition energy, oscillator strength, second-order nonlinear optical rectification (OR), geometric factor and nonlinear optical absorption (OA) are strongly affected by the parameters (α,σ) of the hyperbolic confinement potential. And an increment of the parameter α reduces all these physical quantities, while an increment of the parameter σ enhances them, but not for geometric factor. In addition, it is found that one can control the optical properties of QW by tuning these parameters.