Optical second-harmonic (SH) generation in porous-silicon-based photonic microcavities is observed in the form of hyper-Rayleigh scattering (HRS), with the SH radiation being diffuse and depolarized. Infiltration of sodium nitrite into the pores essentially suppresses HRS and results in generation of specular and partially polarized SH. Dissimilarly, the third-harmonic (TH) radiation from both unfilled and infiltrated samples is specular and polarized. These results indicate different spatial localization of the SH and TH sources.