A series of lithium metal selenites, LiM(SeO) (M = Co, Ni, and Cd) and LiZn(SeO), were synthesized by hydrothermal and solid-state reactions. LiM(SeO) is composed of Li cations, MO octahedra, and SeO polyhedra, while LiZn(SeO) consists of Li, Zn(Li)O tetrahedra, and SeO polyhedra. Isostructural LiCo(SeO) and LiNi(SeO) crystallize in the rhombohedral space group R3̅, forming a three-dimensional distorted cubic lattice. LiZn(SeO) crystallizes in the orthorhombic space group Pbam and reveals a layered structure in the bc plane. LiCd(SeO) revealing a unidimensional structure crystallizes in the polar non-centrosymmetric space group C2, attributed to the parallel alignment of distorted CdO octahedra. The direct-current magnetic susceptibility measurements unveil that LiCo(SeO) is a canted antiferromagnet with T = 25 K, while LiNi(SeO) undergoes an antiferromagnetic transition at T = 54 K, having a negligible canted moment. The weak ferromagnetism observed in LiCo(SeO) indicates the significance of spin-orbit coupling, bringing about anisotropic exchange interactions. LiCd(SeO) reveals a second harmonic generation (SHG) efficiency of 10 × α-SiO. Dipole moment calculations on LiCd(SeO) indicate that the cooperative interaction of CdO and SeO is responsible for the observed SHG properties. Band gaps of the compounds are enlarged as atomic number increases. The effect of late transition-metal cations with different coordination numbers on the framework structures and the subsequent physical properties will be also discussed.