High-performance infrared nonlinear optical (IR NLO) materials are crucial devices in tunable IR solid-state lasers, and the functional-group cosubstitution strategy was selected to design and explore outstanding IR NLO crystals. For that reason, taking the famous AgGaSe 2 as the template, five new mercury-based IR NLO selenides, Li 2 HgMSe 4 and Na 2 Hg 3 M 2 Se 8 (M = Si, Ge, Sn), were successfully designed and synthesized through concurrently replacing the cation (Ag + ) and GaSe 4 unit with the alkali metal (Li + or Na + ) and anionic groups (HgSe 4 and MSe 4 ) to optimize crystal structures and performances. All of them exhibit extremely strong powder second-harmonic generation (SHG) responses (3.6−6.0 × commercial AgGaS 2 ) with the essential phase-matching behavior. Note that Li 2 HgSnSe 4 exhibits the largest SHG response (6.0 × AgGaS 2 ) among the known Hg-based chalcogenides without disorder structures, and its millimeter-level single-crystals were successfully grown by the Bridgman method. Theoretical analysis further illustrates that the different arrangement modes of HgSe 4 units offer considerable but distinguishing SHG contributions, such as Li 2 HgMSe 4 (53−55%) and Na 2 Hg 3 M 2 Se 8 (19−23%). This research result highlights the practicability of the functional group cosubstitution-oriented design strategy and Hg-based selenides could be viewed as the optimal system for future exploration of large SHG crystals.