The additive of magnesium bromide with Potassium Dihydrogen ortho Phosphate (KDP) modifies some of its spectral, thermal, hardness, linear and nonlinear properties. The nonlinear optical single crystal of pure and magnesium bromide added KDP was grown by slow evaporation method. Single crystal X-ray diffraction study shows that it belongs to tetragonal system. FTIR spectral analysis was carried out on the material to validate the presence of functional groups. UV visible spectra was recorded for the samples to analyze the transparency in visible and Near Infrared (NIR) region. The thermal stability has been analyzed by using TG/DTA studies. The microhardness analysis of the grown crystals was studied. Its nonlinear optical property was tested by using Kurtz powder method and found to have better SHG efficiency than that of Potassium Dihydrogen ortho Phosphate (KDP).