Owing to its unique electronic configuration [Xe]4f0, Ce4+‐compound is a highly desired in the field of advanced nonlinear optical materials, yet its synthesis remains a great challange. Herein, we report a series of cerium fluorides, including a pure Ce4+‐fluoride, high‐performance Na2(Ce4+)F6; three mixed valance state samples, (Mix1–3, with increasing Ce3+ concentration); and a fully reduced pure Ce3+‐fluoride Na1.5(Ce3+)1.5F6. In particular, Na2(Ce4+)F6, shows an SHG response (4 × KDP), and a wide band gap (4.77 eV), which are the strongest and widest among all Ce‐containing materials to date. With systematic studies, we demonstrate that the subtle Ce3+ impurity significantly reduces performance. By being aware of this fact and consciously controlling experimental conditions, we can ensure the synthesis of pure Na2(Ce4+)F6, which exhibits excellent overall performance and shows great potential for future applications. This work not only reinforced the crucial role of Ce4+ in significantly enhancing the key performance, but also provided invaluable experimental evidence and theoretical support for the future design of more efficient and superior functional materials.