Van der Waals (vdW) materials have recently attracted significant interest in the context of orientation-dependent linear and nonlinear optical properties. Recently, arsenic trisulfide (As2S3) or orpiment is identified as a new vdW layered material having anisotropic vibrational and optomechanical responses due to the reduced in-plane crystal symmetry, but its nonlinear optical response is still not well understood yet. Herein, the anisotropic third-harmonic generation (THG) response of mechanically exfoliated As2S3 thin flakes is reported. The polarization-dependent evolution of THG emission from butterfly-shaped pattern to four-lobe pattern is comprehensively explored. Moreover, the third-order nonlinear susceptibility of As2S3 crystal is extracted by analyzing the thickness-dependent THG emission. We anticipate that the discussed results will not only update the existing understanding on the nonlinear light-matter interaction in anisotropic vdW materials, but also promote future applications in integrated photonic circuits, on-chip nonlinear signal processing, and polarization-sensitive optical devices.