Display omitted •Achievements on 17 representative types of IR–NLO chalcogenides based on the chemical substitution strategy are overviewed.•The interrelationship of “chemical composition-NCS structure-NLO property” is studied and summarized systematically.•Several useful conclusions and future considerations have been provided. Infrared nonlinear optical (IR–NLO) materials are crucial for obtaining the solid-state lasers in the spectral range of 2–20 μm, which have a broad range of applications, such as signal communication, microscopy, and data processing. Yet, the considerable challenge is how to obtain a strictly structural non-centrosymmetric (NCS) space group, which is the paramount precondition for the IR–NLO materials. Thus, over the past decades, continuous efforts have been made to obtain the crystals with NCS space groups by adopting various synthesis approaches, discovering numerous state-of-the-art IR–NLO materials, especially inorganic chalcogenides. Among them, the chemical substitution strategy has proven to be a general and effective method based on known structural prototypes, which can maintain or recombine the crystal structures by a simple element replacement. In this review, 17 representative types (including 6 crystal systems, 27 NCS space groups and about 600 inorganic chalcogenides) ranging from zero-dimensional (0D) molecular to the three-dimensional (3D) framework, and then to mixed-dimensional (MD) structures obtained by the chemical substitution strategy are selected and discussed. The interrelationship of “chemical composition-NCS structure-NLO property” for the 17 representative types is studied and summarized systematically. In addition, the two kinds of structural transformations based on the chemical substitution strategy, including centrosymmetric (CS) to NCS and NCS to NCS, are also described. Finally, we conclude and give the future prospects of this research area.