By utilizing Dy(hfac)3(H2O)2 to react with enantiomerically pure tridentate N,N,N-pincer ligands, namely (-)/(+)-2,6-bis(4',5'-pinene-2'-pyridyl)pyridine (LR and LS), respectively, homochiral DyIII enantiomeric pairs formulated as Dy(hfac)3LR/Dy(hfac)3LS (R-1/S-1) (hfac- = hexafluoroacetylacetonate) were achieved and structurally characterized. Meanwhile, their magnetic, photoluminescent (PL), and chiroptical properties were probed. The PL test results indicate that the precursor Dy(hfac)3(H2O)2 only shows very weak emission, while R-1 exhibits characteristic DyIII f-f transition emission bands at room temperature. Furthermore, the nonlinear optical responses of Dy(hfac)3(H2O)2, LR/LS, and R-1/S-1 were investigated in detail based on crystalline samples. The results reveal that LR and LS present the coexistence of second- and third-harmonic generation (SHG and THG) responses with more intense signals for SHG responses; and Dy(hfac)3(H2O)2 merely displays weak THG responses, while R-1 and S-1 also only exhibit THG responses. However, the THG intensities of R-1 and S-1 are more than six times larger than that of Dy(hfac)3(H2O)2 under the identical measurement conditions. These results demonstrate that introducing homochiral N,N,N-pincer ligands to replace two H2O molecules of Dy(hfac)3(H2O)2 results in significant improvements of both PL performances and THG responses of resultant R-1/S-1 enantiomers. R-1 and S-1 integrate PL, THG, and chiral optical activity in one molecule, suggesting their multifunctional merits. In particular, a convenient method is introduced to simultaneously test THG and SHG responses of molecular materials based on crystalline samples in this work.