To discover the nonlinear optical (NLO) materials with strong second harmonic generation (SHG), the design of NLO-active molecular units with large polarization is considered as a common strategy. Herein, we propose that the local structural distortion induced with vacancies, apart from the NLO-active units, can be employed to improve the NLO effect in solids as well. Accordingly, a new tungsten bronze (TB) oxide, Pb-2(Pb0.15Li0.7 square(0.15))Nb5O15 (square representing vacancies), is successfully designed and prepared, which exhibits a strong SHG response of 39 times that of KH2PO4. The detailed analysis reveals that the local structural distortions enhanced by the vacancies in PLN strengthen the local dipole moments of neighboring NbO6 octahedra, and thus significantly prompt the SHG effect. Moreover, a series of new TB compounds with large NLO effects are discovered by this molecular design strategy, which are perspectives for new NLO materials synthesis.