We have performed second harmonic generation (SHG) measurements in the 3-5 μm region on p-type stepped quantum wells (QWs) using the tunable, high peak power pulses generated by a free electron laser. The samples were grown by MBE on (100) GaAs wafers. The asymmetric QWs are made of m monolayers of GaAs and n monolayers of Al0.5Ga0.5As sandwiched between AlAs barriers. The QWs were characterized by x-ray diffraction and room temperature photoluminescence (PL). We measured an order of magnitude enhancement of the second order susceptibility over bulk GaAs. In contrast to n-type QWs, the dominant component is the χ(2) xyz component. The results are explained by a full pseudopotential band structure calculation of χ(2).