Because thermal polarization will destroy the center inversion symmetry of silica glass fiber, the second-order optical nonlinear effect and linear electro-optical effect is produced. Moreover, the larger the second-order nonlinear effect is, the higher the application value of optical devices will be. In this paper, a dumbbell shaped double hole silica glass fiber is designed. The carrier model and the finite element method is used to analyze the motion of ions and the formation process of the space charge region in the thermal polarization process of the dumbbell shaped double hole silica glass fiber. The experimental results show that the second-order nonlinear coefficient of the dumbbell shaped double hole silica glass fiber at the core center is 0.3204 pm/V, which is 0.0678 pm/V higher than the circular double hole fiber.