The first example of polymer materials containing in the side chain original D-π-A chromophore with quinoxaline core in the π-electron bridge is presented and their quadratic nonlinear optical (NLO) activity is studied. Two synthetic procedures: esterification and radical copolymerization, are used to obtain methacrylic copolymers P1Ch and P2Ch, respectively, which contain chromophores with quinoxaline moiety in various concentrations (4, 6, 7, and 9 mol%). Atomistic modeling has shown that introduction of chromophores in polymer side chains results in less pronounced chromophore aggregation in the material compared with the case of relative composites. NLO coefficients of the thin films obtained on the basis of copolymers P1Ch and P2Ch and composite material PMMA/AEEA-VQV-TCF with relative chromophoreguest are up to 40, 21, and 43 pm/V, respectively, at chromophore content 25 wt%. Covalent attachment of chromophore moiety to the polymer side chain is shown to improve the temporal and thermal stability of the material NLO coefficient compared with that of the composite material.