Second harmonic generation (SHG) with a material of large transparency is an attractive way of generating coherent light sources at exotic wavelength range such as VUV, UV and visible light. It is of critical importance to improve nonlinear conversion efficiency in order to find practical applications in quantum light source and high resolution nonlinear microscopy, etc. Here an enhanced SHG with conversion efficiency up to 10−2% at SH wavelength of 282.7 nm under 11 GW/cm2 pump intensity via the excitation of anapole in lithium niobite (LiNbO3, or LN) nanodisk through the dominating d33 nonlinear coefficient is investigated. The anapole has advantages of strongly suppressing far-field scattering and well-confined internal field which helps to boost the nonlinear conversion. Anapoles in LN nanodisk is facilitated by high index contrast between LN and substrate with properties of near-zero-index via hyperbolic metamaterial structure design. By tailoring the multi-layers structure of hyperbolic metamaterials, the anapole excitation wavelength can be tuned at different wavelengths. It indicates that an enhanced SHG can be achieved at a wide range of pump light wavelengths via different design of the epsilon-near-zero (ENZ) hyperbolic metamaterials substrates. The proposed nanostructure in this work might hold significances for the enhanced light–matter interactions at the nanoscale such as integrated optics.