Cadmium magnesium oxalate (CdMgO) crystals were grown by silica gel technique. Crystals were optimized by parameters like specific gravity of sodium meta silicate (SMS), concentration of the oxalic acid (C2H2O4·2H2O) solution, pH of the gel, gel setting time, concentration of the cadmium chloride (CdCl2·2H2O) and Magnesium chloride (MgCl2·6H2O) solutions. Grown oxalate crystals examined under Powder X-Ray Diffraction (PXRD), Fourier Transform Infrared (FTIR) spectrum, Raman spectrum and Z-scan instruments. Grown materials are crystallizes in the triclinic system space group P1 with lattice parameters, a = 5.9906 Å, b = 6.6215 Å, c = 8.4736 Å and α = 74.55°, β = 74.091°, γ = 80.911°. Comparison study of FTIR and Raman spectrum of grown crystals were discussed. Third order non-linear optical parameters such as nonlinear absorption coefficient (β=∼10−4cm/W), nonlinear refractive index (n2 = ∼10 −9 cm2 /W), susceptibility (χ(3) =∼10−7esu) and molecular hyperpolarizability (hγ =∼10−27esu) were determined from Z-scan experimental data analysis.