Infrared (IR) nonlinear optical (NLO) materials are the core devices to realize IR laser output, which are of vital importance in civilian and military fields. Non‐centrosymmetric chalcogenide and pnictide compounds have already been widely accepted as favorable systems for IR‐NLO materials. Compared to the extensively investigated IR‐NLO chalcogenides during the past few decades, the research of non‐centrosymmetric phosphides as IR‐NLO materials is relatively scarce. In this frontier article, the recent progress of pnictides as emerging IR‐NLO candidates has been highlighted based on the perspective of new crystal exploration. These IR‐NLO pnictides recently reported were divided into three groups from binary to quaternary according to their chemical compositions. The synthetic methods, structural chemistry, and structure‐activity relationships are analyzed and summarized in detail. Finally, current problems and the future development of this field are also proposed.