Making oppositely charged metal–organic cages (MOCs) into a tightly ordered structure may bring interesting functions. Herein, we report a novel structure composed of anionic (Zr4L6)8− (L=embonate) tetrahedral cages and in‐situ‐formed cationic [Zn4(Bim)4]4+ (Bim=[BH(im)3]−; im=imidazole) cubic cages. Chiral transfer is observed from enantiopure (Zr4L6)8− cage to enantiopure [Zn4(Bim)4]4+ cage. A pair of enantiomers (PTC‐373(Δ) and PTC‐373(Λ)) are formed. PTC‐373 exhibits high chemical and thermal stabilities, affording an interesting single‐crystal‐to‐single‐crystal transformation. More importantly, the combination of ionic pair cages significantly enhances its third‐order nonlinear optical property, and its thin‐film exhibits an excellent optical limiting effect.