We analyzed the harmonic property of the two-dimensional undulator FEL by using Madey' s theorem. We have derived the formulas of harmonic spontaneous emission power density, small signal gain of this undulator FEL and the coupling coefficients between the electrons and the radiation field. From the numerical calculation results we came to the conclusions that by utilizing the two-dimensional undulator, we can enhance the coupling between the electrons and the radiation field, and hence increase the harmonic spontaneous emission power density and gain. Furthermore, under certain conditions we can not only obtain odd but also even harmonic radiations on the axis.