Nonlinear optical (NLO) materials are of immense scientific and technological importance. However, debate has long prevailed theoretically regarding the structural origin of the second harmonic generation (SHG) effect. In this work, the experimental electron density (ED) of controversial β‐BaB2O4 (BBO) is studied by high‐resolution X‐ray diffraction, indicating that the [B3O6]3− motif dominates two large non‐zero SHG tensors (d222 and d311) while Ba atoms contribute mostly to the smallest one (d333), and the atomic SHG contributions of terminal O atoms in [B3O6]3− motifs are much larger than those of B and bridged O atoms, clarifying the disputes on its NLO response mechanism. Besides, the contraction of inner electron shells (5s25p6) of the Ba atom and partial covalent behavior of the Ba─O interaction are first observed experimentally. Furthermore, the SHG coefficients of BBO derived from experimental ED are in excellent agreement with those from bulk crystals, providing a high‐efficient and low‐cost method of screening high‐performance NLO materials with just an easy‐to‐obtain tiny crystal.