The transition metal trichalcogenides (TMTs) are an interesting class of layered 2D materials that have strong anisotropic electrical and optical properties. We report on the polarization-dependent nonlinear optical response of exfoliated crystals at the third harmonic using non-resonant excitation with a 1560 nm femtosecond laser. All members of the TMT crystal family explored (ZrS3, HfS3, TiS3, and NbS3) display large anisotropy in their polarized third harmonic generation signal, with anisotropy ratios as large as χ11/χ22 ≈ 6.5. From the expected nonlinear dependence of these monoclinic and triclinic crystals we extract the relative nonlinear susceptibility coefficients. We find that the anisotropy ratio is largest for ZrS3 and decreases across the family, a trend we associate with the proximity of the third-harmonic energy to the strongly b-polarized absorption edge of each material. NbS3, the only triclinic crystal, displays a pronounced anisotropy in thick flakes that is strongly reduced in the thinnest flakes reflecting a partial relaxation of the Peierls-type Nb–Nb dimerization that underlies the triclinic distortion. The large anisotropic nonlinear response in this crystal family sets them apart from other 2D materials and makes them particularly attractive for further investigation.