This study demonstrates the electric field-induced second harmonic generation (EFISH) in polar skyrmions formed in PbTiO$_3$/SrTiO$_3$ ferroelectric superlattices. The skyrmions, a topological phase, exhibit high comprehensive EFISH performance with a second-order nonlinear susceptibility of -54.2 pm V$^{-1}$ and a modulation depth of -664% V$^{-1}$. The material also shows a high response bandwidth (over 10 MHz), a wide operating temperature range (-400 K to 400 K), and good fatigue resistance (>10$^{10}$ cycles). Through in-situ experiments and phase-field simulations, the study establishes the microscopic links between the exotic polarization configuration and the field-induced transition paths of the skyrmions, leading to their EFISH response. This research not only presents a highly competitive thin-film material for constructing on-chip devices but also opens new avenues for utilizing topological polar structures in integrated photonics and optoelectronics.This study demonstrates the electric field-induced second harmonic generation (EFISH) in polar skyrmions formed in PbTiO$_3$/SrTiO$_3$ ferroelectric superlattices. The skyrmions, a topological phase, exhibit high comprehensive EFISH performance with a second-order nonlinear susceptibility of -54.2 pm V$^{-1}$ and a modulation depth of -664% V$^{-1}$. The material also shows a high response bandwidth (over 10 MHz), a wide operating temperature range (-400 K to 400 K), and good fatigue resistance (>10$^{10}$ cycles). Through in-situ experiments and phase-field simulations, the study establishes the microscopic links between the exotic polarization configuration and the field-induced transition paths of the skyrmions, leading to their EFISH response. This research not only presents a highly competitive thin-film material for constructing on-chip devices but also opens new avenues for utilizing topological polar structures in integrated photonics and optoelectronics.