Nonlinear optical frequency mixing, which describes new frequencies generation by exciting nonlinear materials with intense light field, has drawn vast interests in the field of photonic devices, material characterization, and optical imaging. Investigating and manipulating the nonlinear optical response of target materials lead us to reveal hidden physics and develop applications in optical devices. Here, we report the realization of facile manipulation of nonlinear optical responses in the example system of MoS₂ monolayer by van der Waals interfacial engineering. We found that, the interfacing of monolayer graphene will weaken the exciton oscillator strength in MoS₂ monolayer and correspondingly suppress the second harmonic generation (SHG) intensity to 30% under band-gap resonance excitation. While with off-resonance excitation, the SHG intensity would enhance up to 130%, which is conjectured to be induced by the interlayer excitation between MoS₂ and graphene. Our investigation provides an effective method for controlling nonlinear optical properties of two-dimensional materials and therefore facilitates their future applications in optoelectronic and photonic devices.