We have proposed highly efficient microcavity second harmonic generation devices. In this work, we designed and fabricated an a-plane GaN vertical monolithic microcavity second harmonic generation device pumped with a femtosecond laser and obtained normalized wavelength conversion efficiency of 0.15% W−1. The efficiency was comparable to the theoretical estimations taking into account time evolution of fundamental wave intensity in the microcavity, second harmonic generation and even sum frequency generation. This result indicates the possibility of realizing ultra-compact and ultra-efficient devices pumped with long-pulsed or continuous wave lasers, in which the effect of resonance enhancement is even more pronounced.