The geometric structure, electronic structure, and optical properties of CdHg(SCN)4 crystal are calculated by using the density functional perturbation theory and Green function screening Coulomb interaction approximation. The band gap of CdHg(SCN)4 crystal is calculated to be 3.198 eV, which is in good agreement with the experimental value 3.265 eV. The calculated second-order nonlinear optical coefficients are d14=1.2906 pm/V and d15=5.0928 pm/V, which are in agreement with the experimental results (d14=(1.4 ± 0.6) pm/V and d15=(6.0 ± 0.9) pm/V). Moreover, it is found that the contribution to the valence band mainly comes from Cd-4d, Hg-5d states, and the contributions to the valence band top and the conduction band bottom predominantly come from C-2p, N-2p, and S-3p states. The second-order nonlinear optical effect of CdHg(SCN)4 crystal results mainly from the inteal electronic transition of (SCN)?.