In this paper we described a new self-assembly phenomenon of the metallophthalocyanine chlorides nanostructures and its influence on the linear optical properties as well as the Second Harmonic Generation process. The self-assembly phenomenon were achieved through an annealing process carried out immediately after the deposition process. The studied nanostructures were subjected to the annealing process for 24 h and the temperature of the process was equal to 525 K. We discussed experimental results and theoretical calculations of structural, linear and nonolinear optical properties for aluminum and gallium phthalocyanine chlorides. The linear and second-order nonlinear optical properties for these compounds were investigated at microscopic and macroscopic levels. The electric dipole moments and dispersion-free first hyperpolarizabilities were determined by quantum chemical calculations based on Density Functional Theory. Ab-initio quantum mechanical calculations (time-dependent Hartree-Fock method) for the studied metallophthalocyanine chlorides were carried out to compute the frequency-dependent first hyperpolarizabilities and second-order susceptibilities at the wavelengths used in SHG measurements. Our results shed light on the linear and nonlinear optical properties of the nanostructures. The results showed that second harmonic signal is strong and polarized, and this polarizing effect was achieved by controlling the arrangement of the molecules inside the formed nanostructures. Our results also reveal potential application of the nanostructures not only for nonlinear optics but also for thermal sensor devices.