Vectorial beams have attracted great interest due to their broad applications in optical micromanipulation, optical imaging, optical micromachining, and optical communication. Nonlinear frequency conversion is an effective technique to expand the frequency range of the vectorial beams. However, the scheme of existing methods to generate vector beams of the second harmonic (SH) lacks compactness in the experiment. Here, we introduce a new way to realize the generation of vector beams of SH by using a nonlinear fork grating to solve such a problem. We examine the properties of generated SH vector beams by using Stokes parameters, which agree well with theoretical predictions. Then we demonstrate that linearly polarized vector beams with arbitrary topological charge can be achieved by adjusting the optical axis direction of the half-wave plate (HWP). Finally, we measure the nonlinear conversion efficiency of such a method. The proposed method provides a new way to generate vector beams of SH by using a microstructure of nonlinear crystal, which may also be applied in other nonlinear processes and promote all-optical waveband applications of such vector beams.