A hot topic in materials science is to search for nonlinear optical (NLO) crystals, which are indispensable in current laser technology, future optical information, and precision measurements. In the period of the 1980s and 1990s, the anionic group theory proposed by Prof. Chuangtian Chen has greatly promoted the inventions of BaB2O4 (BBO), LiB3O5 (LBO), and KBe2BO3F2 (KBBF) which are widely applied in the ultraviolet (UV) spectral region today. From the beginning of this century, the rapid development of laser science and technology urgently demands new NLO crystals for wider application ranges. However, commercial NLO crystals in deep-UV and mid-infrared (mid-IR) regions are scarce. The challenge arises from the stringent criteria at various wavelengths and inefficient exploration strategy. As such, more comprehensive and quantitative theoretical guidance is necessary to improve and supplement the NLO structure-property understandings. Benefiting from high-performance computing resources, first-principles design and simulations came into being, which is more applicable to the understanding of mid-IR NLO mechanism and suitable for the efficient design of new NLO structures for current needs. In the past decade, a complete set of computational research programs based on first-principles simulations have been developed, which have promoted the development of NLO crystals in the deep-UV and mid-IR regions, and guided the subsequent and further experimental explorations. Based on our developed first-principles materials design system, the discoveries of NLO materials have ranged from basic theoretical design to rapid-prototyping and final experimental synthesis. In this Account, we will concisely summarize our ab initio guided and forward-looking studies on NLO crystals, which are our original contributions to this field and can be consulted by other material fields. First, we will review the development of NLO crystals and the important features of NLO materials. Second, we will summarize the important role of computer-aided design in advancing the NLO material field and our developed NLO material design system based on the first-principles simulations. Third, we will introduce the first-principles design for new deep-UV NLO crystals using two novel design proposals, i.e., interlayer cationic replacement and intralayer anionic substitution. Meanwhile, we will illustrate the hierarchical molecular engineering optimizations for mid-IR NLO crystals by illustrating an extended mid-IR NLO family pedigree, from which many promising mid-IR NLO systems were predicted theoretically and confirmed experimentally. Finally, we will give an outlook to explore new functional NLO crystals guided by our first-principles design and simulations. We believe that the computer-assisted exploration for new functional NLO materials is useful for understanding structure-property relationships and can provide researchers with a new approach to cost-effective and data-driven materials design.