One-dimensional zigzag cyanido-bridged coordination polymers have been prepared as a result of self-assembly of lanthanide(III) ions with octacyanidotungstate(V) anions in the presence of N,N-dimethylacetamide (dma). All compounds crystallized in noncentrosymmetric space group P21 with a molecular formula of [LnIII(dma)5][WV(CN)8] [Ln = Gd (1), Tb (2), Dy (3), Ho (4), Er (5), Tm (6), Yb (7), Lu (8), or Y (9)]. Magnetic studies revealed weak antiferromagnetic interactions through LnIII-NC-WV bridges and the formation of ferrimagnetically coupled chains at very low temperatures. Moreover, temperature dependencies of magnetic susceptibilities were fitted using the crystal field parameters for Ln(III) ions, determined by the ab initio calculations, yielding magnetic coupling constants in the range of -1 to -5 cm-1. The wide optical transparency of 1-9 has been determined using solid state absorption spectroscopy. Samples exhibited second harmonic (SH) generation properties with SH susceptibilities ranging from 4.7 × 10-12 to 9.4 × 10-11 esu due to the presence of nonlinear optical susceptibility tensor elements (χijk) χzxx, χzyy, χzzz, χzxy, χyyz, χyzx, χxyz, and χxzx, corresponding to space group P21. The determined values were also compared with the results of theoretical calculations and previous reports, indicating a potential relationship between the type of lanthanide ion and the SH intensity.