An exceptional acentric MOF material with two-fold hetero-interpenetrated nets consisting of a 3D diamond network (mononuclear Cd(CO₂)₄ node) and a 3D CsCl framework (trinuclear Cd₃(CO₂)₈ node) has been constructed, which contains 6-, 7-, 8-coordinated Cd²⁺ ions and shows a high thermal stability (>420 °C) and SHG activity.