We present a new mechanism for harmonic generation in magnetorheological (MR) fluids, which differs from the usual ones due to magnetic anisotropy existing in amorphous ferromagnetic materials. Based on thermodynamics, we derive the incremental magnetic susceptibility of the MR fluid which is partially situated in a nonuniform magnetic field, and further extract the desired harmonics analytically. By measuring such harmonics, it seems possible to monitor the structure of MR fluids.