A big challenge for nonlinear optical (NLO) materials is the application in high power lasers, which needs the simultaneous occurrence of large second harmonic generation (SHG) and high laser induced damage threshold (LIDT). Herein we report the preparation of a new Ga2Se3 phase, which shows the SHG intensities of around 2.3 times and the LIDT of around 16.7 times those of AgGaS2 (AGS), respectively. In addition, its IR transparent window ca. 0.59–25 μm is also significantly wider than that of AGS (ca. 0.48–≈11.4 μm). The occurrence of the strong SHG responses and good phase‐matching indicate that the structure of the new Ga2Se3 phase can only be non‐centrosymmetric and have a lower symmetry than the cubic γ‐phase. The observed excellent SHG and phase‐matching properties are consistent with our diffraction experiments and can be well explained by using the orthorhombic models obtained through our high throughput simulations. A simple but perfect case: A new phase of gallium selenides (δ‐Ga2Se3) has been obtained via solid‐state reactions. δ‐Ga2Se3 is phase‐matchable with large second harmonic generation (SHG) responses, high laser‐induced damage thresholds (LIDTs), and wide transparent range of 0.59–25 μm. These properties are all required for the application of NLO materials with high‐power lasers.