Discovering new deep ultraviolet (DUV) nonlinear optical (NLO) materials is the current research hotspot. However, how to perfectly integrate several stringent performances into a crystal is a great challenge because of the natural incompatibility among them, particularly wide band gap and large NLO coefficient. To tackle the challenge, a boron‐rich closed‐loop strategy is supposed, based on which a new barium borate, Ba4B14O25, is designed and synthesized successfully via the high‐temperature solid‐state melting method. It features a highly polymeric 3D geometry with the closed‐loop anionic framework [B14O25]8− constructed by the fundamental building blocks [B14O33]24−. The high‐density π‐conjugated [BO3]3− groups and the fully closed‐loop B–O–B connections make Ba4B14O25 possess excellent NLO properties, including short UV cutoff edge (<200 nm), large second harmonic generation response (3.0 × KDP) and phase‐matching capability, being a promising DUV‐transparent NLO candidate material. The work provides a creative design strategy for the exploration of DUV NLO crystals.