We have developed a sensitive cryogenic second-harmonic generation microscopy to study a van der Waals antiferromagnet MnPS_{3}. We find that long-range Néel antiferromagnetic order develops from the bulk crystal down to the bilayer, while it is absent in the monolayer. Before entering the long-range antiferromagnetic ordered phase in all samples, an upturn of the second harmonic generation below 200 K indicates the formation of the short-range order and magnetoelastic coupling. We also directly image the two antiphase (180°) antiferromagnetic domains and thermally induced domain switching down to bilayer. An anomalous mirror symmetry breaking shows up in samples thinner than ten layers for the temperature both above and below the Néel temperature, which indicates a structural change in few-layer samples. Minimal change of the second harmonic generation polar patterns in strain tuning experiments indicate that the symmetry crossover at ten layers is most likely an intrinsic property of MnPS_{3} instead of an extrinsic origin of substrate-induced strain. Our results show that second harmonic generation microscopy is a direct tool for studying antiferromagnetic domains in atomically thin materials, and opens a new way to study two-dimensional antiferromagnets.