Magnesium-doped potassium lithium niobate (designated as Mg:KLN) single crystal free of cracks was grown for the first time. The tetragonal tungsten bronze structure of the Mg:KLN crystal was determined by X-ray powder diffraction; the lattice parameters were a = 1.261 and c = 0.398 nm. High-temperature X-ray powder diffraction patterns show that the expansion of the lattice with increasing temperature was less than that of the undoped crystal. The transmittance of the as-grown Mg:KLN crystal was measured. It only took 70 nm for the transmittance to increase to 70% from the cutoff of 380 nm. The transmittance for 404 nm was 50%, which was greater than that for the undoped crystal. Frequency-doubling experiment showed that the crystal generated blue light at a wavelength of 404 nm through noncritical phase matching frequency-doubling of an 808 nm diode laser at room temperature.