Infrared nonlinear optical (NLO) materials with great laser conversion efficient play a key role in military and civil fields. SrZnSnSe4 was synthesized via replacing S elements with Se in SrZnSnS4 compound. SrZnSnSe4 crystallizes a two-dimensional layered structure with nearly parallel alignment of anionic groups [ZnSe4] and [SnSe4]. The experimental results show that the second harmonic generation (SHG) is about 5 times of AgGaS2, and the band gap of SrZnSnSe4 is 1.82 eV by direct measured method. In combination with theoretical calculation, the SHG coefficients of SrZnSnSe4 is d33 = 30.03 pm/V, and the birefringence is 0.290 at incident laser of 1240 nm, which can contribute to phase matching. These evidences show that SrZnSnSe4 can balance well among band gap, frequency doubling effect and birefringence, therefore, it is an excellent candidate for infrared NLO materials.