In the satisfactory design and synthesis of high-performance nonlinear optical (NLO) materials, for meeting the rapidly expanding demands of optoelectronic devices, a deeper understanding of the relationship between the structures and NLO properties has become a key issue. Herein, five novel mislinked expanded hexaphyrins with different connections of pyrrole units are selected to study the relationship between the structures and NLO properties. These five mislinked expanded hexaphyrins are neo-fused, neo-confused hexaphyrins, singly, doubly, and triply N-confused hexaphyrins. From theoretical results, the order of the static first hyperpolarizability (β0) values is found to be: neo-fused hexaphyrin (β0 = 4163 a.u.) < neo-confused hexaphyrin (β0 = 5494 a.u.) < singly N-confused hexaphyrin (β0 = 6510 a.u.) < doubly N-confused hexaphyrin (β0 = 15 130 a.u.) < triply N-confused hexaphyrin (β0 = 26 095 a.u.). Furthermore, β0 values of the doubly and triply N-confused hexaphyrins are improved 2.1 and 3.7 times over that of their usual parent hexaphyrin (β0 = 7120 a.u.), respectively. It is worth noting that increasing mislinked connection numbers and changing mislinked connection ways of the pyrrole units in these mislinked expanded hexaphyrins plays a crucial role in the tune of their second-order NLO responses.