The selenophosphates A2P2Se6 (A = K, Rb) crystallize in the chiral trigonal space group P3121, with a = 7.2728(9) A, c = 18.872(4) A, and Z = 3 at 298(2) K and a = 14.4916(7) A, c = 18.7999(17) A, and Z = 12 at 173(2) K for K+ salt and a = 7.2982(5) A, c = 19.0019(16) A, and Z = 3 at 100(2) K for Rb+ salt. The A2P2Se6 feature parallel one-dimensional helical chains of 1/infinity[P2Se62-] which depict an oxidative polymerization of the ethane-like [P2Se6]4- anion. On cooling well below room temperature K2P2Se6 exhibits a displacive phase transition to a crystallographic subgroup and forms a superstructure with a cell doubling along the a- and b-axes. The Rb analogue does not exhibit the phase transition. The compounds are air stable and show reversible glass-crystal phase-change behavior with a band gap red shift of 0.11 and 0.22 eV for K+ and Rb+ salts, respectively. Raman spectroscopy, 31P magic angle spinning solid-state NMR, and pair distribution function (PDF) analysis for crystalline and glassy K2P2Se6 give further understanding of the phase transition and the local structure of the amorphous state. K2P2Se6 exhibits excellent mid-IR transparency and a strong second harmonic generation (SHG) response. The SHG response is type-I phase-matchable and in the wavelength range of 1000-2000 nm was measured to be 50 times larger than that of the commercially used material AgGaSe2. Glassy K2P2Se6 also exhibits an SHG response without the application of electric field poling. In connection with the NLO properties the thermal expansion coefficients for K2P2Se6 are reported.