Based on density functional theory with the generalized gradient approximation plus on-site Coulomb repulsion method, we study the magnetic-ordering dependence of second-harmonic generation (SHG) in a polar magnet BiCoO(3). The large second-order optical susceptibility, which can reach 3.7x10(-7) esu, exhibits a strong magnetic-ordering dependence, giving rise to magnetic-field controllable SHG response in polar magnets.