Trigonal selenium and tellurium crystalize in helical chain-like structures and thus possess interesting properties such as current-induced spin polarization, gyrotropic effects and nonlinear optical responses. By performing systematic ab initio calculations based on density functional theory in the generalized gradient approximation plus scissors correction, we study their linear and nonlinear optical (NLO) properties. We find that the two materials exhibit significant second-harmonic generation (SHG) and linear electro-optic (LEO) effect. In particular, the SHG coefficients (χ (2) ) of tellurium are huge in the photon energy range of 0∼3 eV, with the magnitudes of χ(2) xxx being as large as 3640 pm/V, which are about sixteen times larger than that of GaN, a widely used NLO material. On the other hand, trigonal selenium is found to possesses large LEO coefficients rxxx(0) which are more than six times larger than that of GaN. Therefore, trigonal tellurium and selenium may find valuable applications in NLO and LEO devices such as frequency conversion, electro-optical switch and light signal modulator. The energy positions and shapes of the principal features in the calculated optical dielectric functions of both materials agree rather well with the available experimental ones, and are also analyzed in terms of the calculated band structures especially symmetries of the involved band states and dipole transition selection rules. *