Tetragonal tungsten bronze-type magnesium-doped potassium lithium niobate single crystal with a dimension of 10×10×40 mm3 was grown for the first time by slow pulling method from high-temperature solution. The as-grown crystal has a perfect square shape without cracks. Annealing experiment showed that the crystal does not crack when heating and cooling through paraelectric/ferroelectric phase transition temperature. X-ray powder diffraction experiment showed that the unit cell parameters of KLN:Mg is slightly changed by the dopant. Blue-violet laser light at wavelength 404 nm has been achieved by noncritical phase matching second harmonic generation (NCPM SHG) of 808 nm laser diodes at room temperature.