Layer-by-layer (LBL) electrostatic assembly of polyelectrolytes is proving to be an increasingly rich and versatile technique for the formation of multilayered thin films with a wide range of electrical, magnetic, and optical properties. In the present work we synthesized a new non-linear optical (NLO) maleic acid copolymer containing Disperse Red 1 moieties, built-up multilayer assemblies by alternate adsorption of poly(allylamine hydrochloride) (PAH) and maleic copolymer derivative, and carried out an investigation on their second harmonic generation (SHG) properties. The resulting multilayer assemblies exhibit SHG which arises from the non-centrosymmetric alignment of the chromophores in the copolymer. The SHG signal increases with the number of chromophore-containing polymer layers, up to five layers. Further assembly reduces the signal.