We demonstrate second harmonic generation in a gallium nitride photonic crystal cavity embedded in a two-dimensional free-standing photonic crystal platform on silicon. The photonic crystal nanocavity is optically pumped with a continuous-wave laser at telecom wavelengths in the transparency window of the nitride material. The harmonic generation is evidenced by the spectral range of the emitted signal, the quadratic power dependence vs. input power, and the spectral dependence of second harmonic signal. The harmonic emission pattern is correlated to the harmonic polarization generated by the second-order nonlinear susceptibilities χ z x x ( 2 ) , χ z y y ( 2 ) and the electric fields of the fundamental cavity mode.