Second-order nonlinearity is induced inside a Xe-filled hollow-core photonic crystal fiber (PCF) by applying an external dc field. The system uniquely allows the linear optical properties to be adjusted by changing the gas pressure, allowing for precise phase matching between the LP01 mode at 1064 nm and the LP02 mode at 532 nm. The dependence of the second-harmonic conversion efficiency on the gas pressure, launched pulse energy, and applied field agrees well with theory. The ultra-broadband guidance offered by anti-resonant reflecting hollow-core PCFs, for example, a kagomé PCF, offers many possibilities for generating light in traditionally difficult-to-access regions of the electromagnetic spectrum, such as the ultraviolet or the terahertz windows. The system can also be used for noninvasive measurements of the transmission loss in a hollow-core PCF over a broad spectrum, including the deep and vacuum UV regions.