The thiophosphate Zn3P2S8 is reported for its potential application in infrared (IR) nonlinear optics. This nondeliquescent compound features a cubic closet packing of the (PS4)3- groups, with Zn2+ filling in three-quarters of the tetrahedral interspaces. The optical band gap of Zn3P2S8 is characterized as 3.12 eV, which is very beneficial to improving the laser damage threshold. Besides, Zn3P2S8 demonstrates good phase matchability (PM) with a strong second-harmonic-generation (SHG) response that is about 2.6 times that of AgGaS2, achieving a valuable balance among good phase matchability, strong SHG response, and large optical band gap. The origin of these attractive optical properties is investigated in detail via theoretical calculations. Moreover, the differential scanning calorimetry curve indicates a congruent-melting thermal behavior of Zn3P2S8, which is conducive to large single-crystal growth. The excellent comprehensive performance of Zn3P2S8 makes it a practically usable IR nonlinear-optical candidate.