We report on nonlinear frequency conversion from the telecom range via second harmonic generation (SHG) and third harmonic generation (THG) in suspended gallium nitride slab photonic crystal (PhC) cavities on silicon, under continuous-wave resonant excitation. Optimized two-dimensional PhC cavities with augmented far-field coupling have been characterized with quality factors as high as 4.4 × 104, approaching the computed theoretical values. The strong enhancement in light confinement has enabled efficient SHG, achieving a normalized conversion efficiency of 2.4 × 10−3 W−1, as well as simultaneous THG. SHG emission power of up to 0.74 nW has been detected without saturation. The results herein validate the suitability of gallium nitride for integrated nonlinear optical processing.