1,2,3-Triazole-functionalized ene–yne compounds, synthesized by thiophene (selenophene) ring fragmentation followed by azide–alkyne cycloaddition, were investigated as a basis for nonlinear optical (NLO) materials capable of second harmonic generation (SHG). The structure–property relationship was mapped by systematic variation of the molecular scaffold, viz., elongation of the alkyl groups, isomerizations of both the double bond as well as the triazole moiety, sulfur oxidations, and a sulfur–selenium exchange. Nine novel molecular compounds were synthesized, of which eight are solids at room temperature. The latter were characterized by single-crystal X-ray diffraction (XRD). Five crystal structures lacked of inversion symmetry, a prerequisite for NLO activity. The corresponding materials were examined regarding SHG, UV–vis absorption, and powder XRD. By substituting S for Se, we were able to increase the SH intensity by a factor of 20. On the basis of the results, we propose a strategy to further improve the SHG efficiency of this class of materials.