Ion beam shaping is a novel and powerful tool to engineer nanocomposites with effective three-dimensional (3D) architectures. In particular, this technique offers the possibility to precisely control the size, shape and 3D orientation of metallic nanoparticles at the nanometer scale while keeping the particle volume constant. Here, we use swift heavy ions of xenon for irradiation in order to successfully fabricate nanocomposites consisting of anisotropic gold nanoparticle that are oriented in 3D and embedded in silica matrix. Furthermore, we investigate individual nanorods using a nonlinear optical microscope based on second-harmonic generation (SHG). A tightly focused linearly or radially-polarized laser beam is used to excite nanorods with different orientations. We demonstrate high sensitivity of the SHG response for these polarizations to the orientation of the nanorods. The SHG measurements are in excellent agreement with the results of numerical modeling based on the boundary element method.