Ultraviolet nonlinear optical (NLO) materials with large conversion efficiency and sufficient birefringence are highly valuable as they are the core component of laser conversion devices. Unlike the emerging phosphates which have poor anisotropy, some NLO sulfates exhibit sufficient birefringence and thus attract the attention of scientific research in recent years. Since SO4 groups in sulfates exist only as monomers, cations play an important role in tuning NLO properties. Therefore, a key question is how to effectively use cations to control the structure and thus affect the performance. In this review, the reported NLO sulfates are classified into two major categories, i.e., pure inorganic sulfates and semi-inorganic sulfates. The pure inorganic sulfates are further categorized according to the types of cations present. For all sulfates, synthesis methods, crystal structure features, optical performances, and structure–property relationships are described. In the end, the key structure–property relationships are summarized to facilitate new researchers in the field designing superior sulfate NLO materials.