We report an all-fiber scheme for the second harmonic generation (SHG) by embedding gallium selenide (GaSe) nanosheets into a suspended-core fiber (SCF). Based on modes analysis and theoretical calculations, the phase-matching modes from multiple optional modes in the SHG process and the optimal SCF length are determined by calculating the effective refractive index and balancing the SHG growth and transmission loss. Due to the long-distance interaction between pumped fundamental mode and GaSe nanosheets around the suspended core, an SHG signal is observed under a milliwatt-level pump light, and exhibits a quadratic growth with the increased pump power. The SHG process is also realized in a broad wavelength range by varying the pump in the range of 1420∼1700 nm. The SCF with the large air cladding and suspended core as an excellent platform can therefore be employed to integrate low-dimensional nonlinear materials, which holds great promise for the applications of all-fiber structures in new light source generating, signal processing and fiber sensing.