Metal selenites and tellurites have demonstrated excellent second-harmonic generation (SHG) properties in inorganic solid compounds, such as strong SHG efficiency, a wide transparent range, appropriate birefringence, etc. During the past ten years, important progress has been achieved in this field. The largest SHG efficiency of selenites and tellurites reached 13.5 × KDP (BiFSeO₃) and 2 × KTP (CdTeMoO₆), respectively. The shortest UV absorption edge of tellurites has been pushed to 205 nm in BaF₂TeF₂(OH)₂ successfully. In terms of the chemical compositions, research studies are no longer concentrated on d⁰ transition metal compounds only, and the most electronegative fluorine has been used increasingly to widen the optical bandgaps and enrich the structural types of the materials. This paper reviewed the recent developments of selenite and tellurite based SHG materials. Challenges in creating new high powered SHG materials and perspectives for future work are presented.