A new family of non-linear optical (NLO) oxoborates, Ca6Ln12O9(BO3)10 (Ln = La, Pr, Nd, Sm, Eu, Gd), was prepared by high-temperature solid state reaction synthesis. The crystal structures were successfully solved from single crystal X-ray diffraction (XRD) data within non-centrosymmetric trigonal model (R3c, Z = 6, a = 15.5930 (2), c = 25.3279 (5) Å, V = 5333.21 (18) Å3 for La; a = 15.2542 (4), c = 24.1637 (8) Å, V = 4869.4 (3) Å3 for Gd). The crystal structure comprises layers of (Ln,Ca)O7, (Ln,Ca)O8 and (Ln,Ca)O9 polyhedra and BO3 triangles located in infinite channels. The structure can alternatively be described as a framework of oxocentered O(Ln,Ca)4 distorted tetrahedra with isolated triangles filled the channels. The crystal structure can also be solved within the non-centrosymmetrical hexagonal (P-62c) model with a half of BO3 triangles showing disorder and the unit cell volume of about 9 times less than that of the R3c model; however the weak super structure reflections reliably proved the ordered R3c construction. Thermal deformations and phase stability were studied by high-temperature powder X-ray diffraction (HTPXRD) in the temperature range of 30–1200 °C. The compounds are thermally stable up to about 1200 °C, above 1000 °C the superstructure reflections disappear that indicate the process of high-temperature reversible order-disorder transformation (R3c ↔ P-62c). Volume thermal expansion coefficient (TEC) increases slightly from 27.8 (at 25 °C for Gd) to 31.1 × 10−6 °C−1 (La) whereas the melting temperature decreases clearly from 1306 (Gd) down to 1198 °C (La) which reflects the general tendency of decreasing the strength properties with increasing the Ln radii. The anisotropy of thermal expansion is caused by the preferred orientation of both (Ln,Ca)-O layers and BO3 triangles located perpendicular to the [001] direction. Both volume expansion and anisotropy rise with temperature due to the increase of atomic thermal vibrations. The intensity of the second harmonic generation (SHG) exhibits a monotonic increase across the lanthanide series from Pr to Gd, correlating with the atomic number of the Ln cation. The optical band gap for this series varies between 3.8 eV for the Eu-containing compound and 6.0 eV for the Gd-containing compound.