We report a theoretical study of the non-linear magnetoelectric response of GdFeO$_3$ through an analytical approach combined with a Heisenberg model which is fitted against first-principles calculations. Our theory reproduces the non-linear change of polarization under applied magnetic field reported experimentally such that it allows to analyze the origin of the large responses in the different directions. We show that the non-linear character of the response in these materials originates from the fact that the antiferromagnetic order of Gd atoms changes non-linearly with respect to the applied magnetic field. Our model can be generalized to other materials in which the antiferromagnetic ordering breaks inversion symmetry.
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