The third-harmonic generation (THG) coefficient for cylinder quantum dots with an applied electric field is theoretically investigated. Using the compact density-matrix approach and the iterative method, we get the analytical expression of the THG coefficient, and the numerical calculations of the typical GaAs/AlAs cylinder quantum dots are presented. The results show that the THG coefficient can reach the magnitude of 10 −9 m 2 /V 2 . Apart from the length L and radius R of cylindrical quantum dots, both the parabolic confining potential and an applied electric field can also influence the THG coefficient.