The characteristics of the second harmonic distortion (SHD) and the third harmonic distortion (THD) are experimentally investigated in a semiconductor laser subject to external optical injection. Compared with the free-running laser, both SHD and THD in the injection-locked semiconductor laser are observed to reduce significantly and equally for a large range of modulation power at a modulation frequency of 5 GHz, which are 15-dB and 23-dB decreased, respectively. At a fixed modulation power of 6 dBm, the reduction of SHD and THD is, however, found to vary with modulation frequency. The reduction of SHD is more substantial at around one-half of the relaxation resonance frequency of the free-running laser. The decrease in THD is, however, more significant at around one-half and one-third of the relaxation resonance frequency of the free-running laser. The reduction in harmonic distortions is also found to vary with the operational parameters of the injection signal. The reduction of SHD increases with the decreasing injection strength and the negatively decreasing detuning frequency, while that of THD shows a completely opposite behavior.