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An epitaxial film of YbFe2O4, a candidate for oxide electronic ferroelectrics, was fabricated on yttrium-stabilized zirconia (YSZ) substrate by magnetron sputtering technique. For the film, second harmonic generation (SHG), and a terahertz radiation signal were observed at room temperature, confirming a polar structure of the film. The azimuth angle dependence of SHG shows four leaves-like profiles and is almost identical to that in a bulk single crystal. Based on tensor analyses of the SHG profiles, we could reveal the polarization structure and the relationship between the film structure of YbFe2O4 and the crystal axes of the YSZ substrate. The observed terahertz pulse showed anisotropic polarization dependence consistent with the SHG measurement, and the intensity of the emitted terahertz pulse reached about 9.2% of that emitted from ZnTe, a typical nonlinear crystal, implying that YbFe2O4 can be applied as a terahertz wave generator in which the direction of the electric field can be easily switched. [ABSTRACT FROM AUTHOR]