Second harmonic generation efficiencies of a number of fused ring heterocyclic compounds bearing a nitro group were measured using the Kurtz powder method. Among them, 5-nitroindole has the highest SHG efficiency, 20 times as high as that of urea reference. Several 5-nitroindole derivatives were synthesized in the hope of improving the SHG efficiency. None of the derivatives, however, exhibited higher SHG efficiency than the mother compound. X-ray crystal structures of some of these compounds as well as that of 5-nitroindole itself were determined. In the crystal structure of 5-nitroindole the angle (theta) between the molecular charge transfer axis and the polar axis of the crystal is 52.72 degrees, which is close to the optimum value 54.74 degrees predicted by theory. On the other hand, crystal structures of 1,2-dimethyl-5-nitroindole and 1-ethyl-5-nitroindole revealed theta values far from the optimum one, which is consistent with their low SHG efficiencies.