We report observation of strong and anisotropic third-harmonic generation (THG) in monolayer and multilayer . The third-order nonlinear optical susceptibility of monolayer , is on the order of , which is about one order of magnitude higher than reported results for hexagonal-lattice transition metal dichalcogenides such as . A similar magnitude for the third-order nonlinear optical susceptibility was also obtained for a multilayer sample. The intensity of the THG field was found to be dependent on the direction of the incident light polarization for both monolayer and multilayer samples. A point group symmetry analysis shows that such anisotropy is not expected from a perfect lattice and must arise from the distortions in the lattice. Our results show that THG measurements can be used to characterize lattice distortions of two-dimensional materials and that lattice distortions are important for the nonlinear optical properties of such materials.