Three new compounds (i.e., K2Sn2ZnSe6, Na2Ge2ZnSe6, and Na2In2GeSe6) with intriguing structural diversity and nonlinear optical properties were discovered for the first time. They crystallize in space groups P4/ncc, I4/mcm and Cc, respectively. In K2Sn2ZnSe6 and Na2Ge2ZnSe6, the [Sn(Ge)Se4] tetrahedra and [ZnSe4] tetrahedra are linked via edge-sharing to build up a 1D [Sn2ZnSe6] infinite chain separated by K(+)(Na(+)) cations along the c direction, while the structure of Na2In2GeSe6 is an interesting three-dimensional framework composed of [InSe4] and [GeSe4] tetrahedra via corner-sharing with Na(+) cations in the cavities. The experimental optical band gaps of these compounds were determined as 1.71(2) eV, 2.36(4) eV and 2.47(2) eV, respectively, according to UV-vis-NIR diffuse reflectance spectroscopy. Interestingly, in addition to the large band gap (1.80 eV for AgGaSe2, as a comparison), Na2In2GeSe6 exhibits phase-matchable nonlinear optical (NLO) properties with a powder second harmonic generation signal about 0.8 times that of AgGaS2. Moreover, Na2In2GeSe6 melts congruently at a rather low temperature of 671 °C, which suggests that bulk crystals can be easily obtained by the Bridgman-Stockbarger method. Our preliminary results indicate that Na2In2GeSe6 has promising applications in IR nonlinear optics.