Moiré superlattices (MSLs) in twisted two-dimensional van der Waals materials feature twist-angle-dependent crystal symmetry and strong optical nonlinearities. By adjusting the twist angle in bilayer van der Waals materials, the second-harmonic generation (SHG) can be controlled. Here, we focus on exploring the electronic and SHG properties of MSLs in 2D bilayer transition metal dichalcogenides (TMDs) with different twist angles through first-principles calculations. We constructed MSL structures of five TMD materials, including three single-phase materials (MoS2, WS2, and MoSe2) and two heterojunctions (MoS2/MoSe2 and MoS2/WS2) with twist angles of 9.4°, 13.2°, 21.8°, 32.2°, and 42.1° without lattice mismatch. Our findings demonstrate a consistent variation in the SHG susceptibility among different TMD MSLs as a response to twist-angle changes. The underlying reason for the twist-angle dependence of SHG is that the twist angle regulates the interlayer coupling strength, affecting the optical band gap of MSLs and subsequently tuning the SHG susceptibility. Through a comparison of the static SHG susceptibility values, we identified the twist angle of 9.4° as the configuration that yields the highest SHG susceptibility (e.g. 358.5 pm V-1 for the 9.4° MoSe2 MSL). This value is even twice that of the monolayer (173.3 pm V-1 for monolayer MoSe2) and AA'-stacked bilayer structures (139.8 pm V-1 for AA' MoSe2). This high SHG susceptibility is attributed to the strong interlayer coupling in the 9.4° MSL, which enhances the valence band energy (contributed by the antibonding orbitals of chalcogen-pz and transition metal-dz2) and consequently leads to a small optical band gap, thus improving the optical transitions. The findings of this study provide a straightforward way to improve the SHG performance of bilayer TMDs and also throw light on the sensitive relationship between the twist angle, band structure and SHG properties of TMD MSLs.