A new compound KNO3⋅3H2SeO3 was synthesized via reaction of KNO3 and H2SeO3 in an acidic aqueous solution. Its crystal structure (P21, a = 10.2709 (8) Å, b = 6.2840 (3) Å, c = 10.3886 (8) Å, β = 118.83 (1)°, R1 = 0.036) can be described as a monoclinically distorted hydrogen-bonded hexagonal net of KO9 tricapped trigonal prisms linked by H2SeO3 molecules. The nitrate anions behave as hydrogen bond acceptors filling the channels in the [K(H2SeO3)3]+ net. The structure is totally different from that of the chemically related NaHSeO3⋅3H2SeO3 compound, for which a new structural solution was obtained (Pc, a = 5.7803 (3) Å, b = 4.9390 (2) Å, c = 21.283 (1) Å, β = 111.836 (6)°, R1 = 0.028). Yet, there are some common features in the mode of KO9 and NaO6 polyhedra linkage by the HSeO3− and H2SeO3 species in two studied compounds. The SHG signal from KNO3⋅3H2SeO3 was registered using the Kurtz – Perry technique. A moderate SHG signal of 5–6 SiO2 units was observed. Relationships to other salt-selenious acid molecular co-crystals and hydrogen selenites are discussed.