Two inorganic supramolecular compounds, (Hg-6-P-3)(In2Cl9) (1) and (Hg8As4)(Bi3Cl13) (2), which have chiral 3-D host frameworks with guest moieties filling the helical tunnels, have been synthesized. They both have large second-harmonic generation efficiencies, and compound 2 also exhibits obvious single-crystal piezoelectric performance. Theoretical studies from first-principles calculations were performed on their nonlinear optical (NLO) and piezoelectric properties, and results indicate that good NLO and piezoelectric materials can be obtained by designing both complicated polycations and polyanions with large molecular polarizability as components rather than traditional single polyanions.