The effective calculation of static nonlinear optical properties requires a considerably high accuracy at a reasonable computational cost, to tackle challenging organic and inorganic systems acting as precursors and/or active layers of materials in (nano‐)devices. That trade‐off implies to obtain very accurate electronic energies in the presence of externally applied electric fields to consequently obtain static polarizabilities (αij) and hyper‐polarizabilities (βijk and γijkl). Density functional theory is known to provide an excellent compromise between accuracy and computational cost, which is however largely impeded for these properties without introducing range‐separation techniques. We thus explore here the ability of a modern (double‐hybrid and range‐separated) Range‐Separated eXchange Quadratic Integrand Double‐Hybrid exchange‐correlation functional to compete in accuracy with more costly and/or tuned methods, thanks to its robust and parameter‐free nature.