The invention relates to a K3Ba3Li2Al4B6O20F compound, a K3Ba3Li2Al4B6O20F nonlinear optical crystal, a preparation method and application thereof. The crystal is easy to grow up, transparent, and free of inclusion, and has the advantages of fast growth rate, low cost, and easy acquisition of large size crystals, etc. The obtained crystal has the advantages of short ultraviolet absorption cut-off edge, large nonlinear optical effect, stable physicochemical properties, good mechanical properties, and easy processing, etc. The crystal can be used for making nonlinear optical devices. The nonlinear optical devices made from the nonlinear optical crystal can be used in several military and civil high-tech fields, like laser blinding weapons, optical disk recording, laser projection TV, optical calculation and optical fiber communication, etc.