The search for new high-performance infrared (IR) nonlinear-optical (NLO) materials is a hot topic in the fields of laser chemistry and inorganic solid-state chemistry. Here, a new Hg-based sulfide KHg4Ga3S9 in the family of A-MII-MIII-Q (A = alkali metal; MII = d10 metal; MIII = Ga, In; Q = S, Se) was synthesized. It crystallizes in the orthogonal system of the C2221 structure, which is rare for IR NLO chalcogenides. Its anionic framework {[Hg4Ga3S9]-}∞ is constructed by two types of interconnected helical chains, viz., the inner layer ({[Hg6Ga2S29/3]4/3-}∞) and the outer layer ({[Hg2Ga4S25/3]2/3-}∞). It exhibits a moderate NLO response and a high laser-induced damage threshold. Theoretical calculations indicate that the HgS4 unit accounts for its much larger NLO response compared to RbCd4Ga3S9. The influence of alkali metals and d10 metals on the initial phase-matching wavelength is also discussed. This work provides inspiration for improving the properties of NLO materials' properties.