The first examples of alkali metal selenite sulfates, namely, Na8(SeO3)(SO4)3 (1), Na2(H2SeO3)(SO4) (2), and K4(H2SeO3)(HSO4)2(SO4) (3), were successfully synthesized by hydrothermal reactions. Their structures display three different zero-dimensional configurations composed of isolated sulfate tetrahedra and selenite groups separated by alkali metals. Na8(SeO3)(SO4)3 (1) features a noncentrosymmetric structure, while Na2(H2SeO3)(SO4) (2) and K4(H2SeO3)(HSO4)2(SO4) (3) are centrosymmetric. Powder second-harmonic-generation measurements revealed that Na8(SeO3)(SO4)3 (1) shows a phase-matchable SHG intensity about 1.2 times that of KDP. UV-vis-NIR diffuse reflectance spectroscopic analysis indicated that Na8(SeO3)(SO4)3 (1) has a short UV cutoff edge and a large optical band gap, which makes it a possible UV nonlinear optical material. Theoretical calculations revealed that the birefringence of Na8(SeO3)(SO4)3 (1) is 0.041 at 532 nm, which is suitable for phase-matching condition. This work provides a good experimental foundation for the exploration of new UV nonlinear crystals in an alkali metal selenite sulfate system.