Highly pure, organic, crystalline materials with nonlinear optical (NLO) properties are in great demand due to their potential to be utilized in miniaturized nanophotonic device applications. Perylene dye is one of the celebrated near‐direct bandgap NLO materials. It crystallizes in two distinctive polymorphic forms (square‐shaped, α, and rhombus‐shaped, β) emitting yellow and green fluorescence, respectively. However, selective access to any one of the polymorphic microcrystals possessing qualities such as smooth‐surface and mirror‐like light‐reflecting sharp edges is a challenging task. On the other hand, these qualities are indispensable for a microcrystal to operate as an optical cavity. Here, a cost‐effective and straightforward, yet promising sublimation technique to grow microscale perylene crystals with the above qualities in a polymorph‐selective manner at ambient pressure is presented. As a result, both polymorphic microcrystals act as whispering gallery mode (WGM) cavities in the linear and notably, NLO regime as well. In agreement with the experiments, finite difference time domain numerical calculations support the WGM‐cavity‐type and also reveal the intricate localization of electric‐field within these cavities. Further, the quadratic dependence of emission intensity as a function of laser power establishes the two‐photon absorption nature of the optical cavities pumped by infrared lasers.