A new mixed halide, Cs2HgI2Cl2, which contains the highly polar tetrahedron of anion (HgI2Cl2)(2-), has been designed and synthesized by reaction in solution. In its single crystal, the isolated (HgCl2I2)(2-) groups are arranged to form chains. The chains are then further connected into a three-dimensional framework through the Cs atoms that occupy the empty spaces surrounded by halide atoms. All the polar (HgCl2I2)(2-) groups align in such a way that gives a net polarization, leading it to show a phase matchable second harmonic generation (SHG) effect as strong as that of KH2PO4 (KDP) based on the powder SHG measurement. It also displays excellent transparency in the range of 0.4-41 mu m with relatively high thermal stability. A preliminary measurement indicates that its laser-induced damage threshold is about 83 MVV/cm(2), about twice that of AgGaS2. This study demonstrates that Cs2HgI2Cl2 is a promising nonlinear optical material in the infrared region.