The exploration of high‐performance mid‐ and far‐infrared (IR) nonlinear optical (NLO) crystals is an urgent need. Herein, a new Hg‐based selenide Hg7P2Se12 (HPSe) is designed and synthesized by a rigid and flexible units coupled strategy. It is interesting that in the compound, three types of NLO‐active units, including linear [HgSe2], triangular [HgSe3], and tetrahedral (MSe4) (M = Hg/P) groups, simultaneously exist. It shows a wide transparency range (0.84–22.8 µm), large SHG response (1 × AGS), high laser‐induced damage threshold (≈2 × AGS), and a large birefringence (0.102 @ 2090 nm). Moreover, the compound melts congruently along with good crystal growth habits, and single crystals with a maximum size of ≈7 × 5 × 2 mm3 are obtained. Theoretical analyses confirm that the large NLO response originates from the synergistic effects of Hg–Se units, (PSe4) and nonbonding electrons. The results indicate that HPSe is a promising mid‐ and far‐IR NLO material, and inspire a path to finding new classes of IR NLO materials that are different from traditional chalcopyrite materials by grouping the linear, planar, and tetrahedral units.