A new 4-methyl-3a,4-dihydrochromeno[4,3-c]pyrazol-3(2H)-one (4-mcpy), has been synthesized for the first time. The structure of 4-mcpy was investigated using elemental analysis, spectral (IR, 1H /13C- NMR) measurements. In addition, molecular structure of the 4-mcpy was determined by single crystal X-ray diffraction technique and found that the compound crystallizes in triclinic, space group P-1. 1H and 13C shielding tensors for crystal structure were calculated with GIAO/DFT/B3LYP/6-311++G(d,p) methods in DMSO. The structure of 4-mcpy is optimized using Density Functional Theory (DFT) method. The vibrational band assignments were performed at B3LYP/6-311++G(d,p) theory level combined with scaled quantum mechanics force field (SQMFF) methodology. The theoretical IR frequencies are found to be in good agreement with the experimental IR frequencies. Nonlinear optical (NLO) behaviour of 4-mcpy is also examined by the theoretically predicted values of dipole moment (mi), polarizability ( 0) and first hyperpolarizability (betatot).