Based on the donor‐acceptor framework of graphdiyne–triphenylamine (GDY–TPA), eight GDY–π–TPA molecules were designed by introducing a π‐conjugated bridge, including electron‐rich heterocycles, electron‐deficient heterocycles, and unsaturated hydrocarbons. The geometric structures, electronic characteristics, static nonlinear optical (NLO) properties, and frequency‐dependent HRS first hyperpolarizabilities were investigated employing the density functional theory (DFT) calculations. The charge population analysis reveals that electron‐rich heterocyclics and unsaturated hydrocarbons act as donors, whereas electron‐deficient heterocyclics can be regarded as acceptors, significantly increasing the first hyperpolarizabilities (β0) of GDY–π–TPA (except for B‐3). The C‐1 compound containing the vinyl unit is the best NLO model among all systems. The nature of the excellent NLO properties of the systems can be understood from the low excitation energy of the crucial excited state and the analysis of the first hyperpolarizability density. In addition, the varying order of static and dynamic βHRS values is consistent with those of β0 values. Understanding the relationship between structure and nonlinear optical response can provide guidance for the theoretical design of NLO molecules.