We investigate theoretically and experimentally the optical second harmonic generation (SHG) with a twisted Gaussian Schell model (TGSM) beam as the fundamental field. We use Type-II phase matching and analyze the cross spectral density (CSD) of the SHG output beam when the input fundamental is prepared with a TGSM structure. We analyze two synthetization methods for preparing the TGSM fundamental beam and we find that for one method the SHG is also a TGSM beam. For the other method, we find that the SHG is not a TGSM beam and presents an anomalous CSD possessing a dip instead of a peak in the transverse spatial structure. Moreover, we show that the dip depth is directly related to the twisted phase parameter, being absent for a non twisted GSM beam. Our results show that the SHG from a fundamental TGSM beam can result in a doubled frequency TGSM or in a non-TGSM beam depending on the synthetization method.