A new IR non-linear optical compound [(Ag₄L₄)(SiW₁₂O₄₀)] has been hydrothermally synthesized from the self-assembly of silicotungstic acid, 4,4′-H₂bpz (L = 4,4′-H₂bpz = 3,3′,5,5′-tetramethyl-substituted 4,4′-bipyrazole) and AgF. Its structure is composed of rare (AgL)_∞ castellated chains that are linked by polyoxometalate clusters to form an interesting two dimensional 3-fold interpenetrated structure. The title compound is the first example of a polyoxometalate-containing metal–organic hybrid compound that has been shown to have strong SHG effect in IR region and is thermally stable up to ca. 400 °C.