Cocrystals of 4‐styrylpyridine and 1,2,4,5‐tetracyanobenzene were successfully prepared by supramolecular self‐assembly. Donor–acceptor interactions between the molecular components are the main driving force for self‐assembly and contribute to intermolecular charge transfer. The cocrystals possess two‐photon absorption properties that are not observed in the individual components; suggesting that two‐photon absorption originates from intermolecular charge‐transfer interactions in the donor–acceptor system. The origin of two‐photon absorption in multichromophore systems remains under‐researched; thus, the system offers a rare demonstration of two‐photon absorption by cocrystallization. Cocrystal engineering may facilitate further design and development of novel materials for nonlinear optical and optoelectronic applications. Finding light in the darkness: Cocrystals comprising 4‐styrylpyridine and 1,2,4,5‐tetracyanobenzene (STC) display two‐photon absorption. Intermolecular charge‐transfer interactions between the molecular components of the supramolecular assembly facilitate two‐photon absorption that is absent from the individual molecules.