We study optical harmonic generation on the 1S exciton-polariton in the semiconductor ZnSe. Intense and spectrally narrow exciton resonances are found in optical second (SHG), third (THG), and fourth (FHG) harmonic generation spectra. The resonances are shifted to higher energy by 3.2 meV from the exciton energy in the linear reflectivity spectrum. Additional resonances are observed in the THG and FHG spectra and assigned to combinations of incident and backscattered photons in the crystal. Rotational anisotropy diagrams are measured and further information on the origin of the optical harmonic generation and the involved exciton states is obtained by a symmetry analysis using group theory in combination with a microscopic consideration.