Ultraviolet and blue light were obtained by nonlinear frequency conversion in a random laser (RL) based on Nd0.10Y0.90Al3(BO3)4 nanocrystalline powder. RL operation at 1062 nm, due to the (4)F3/2 → (4)I11/2 transition of neodymium ions (Nd(3+)), was achieved by exciting the Nd(3+) with a tunable beam from 680 to 920 nm covering the ground state absorption transitions to the (4)F9/2, ((4)F7/2,(4)S3/2), ((4)F5/2,(2)H9/2), and (4)F3/2 states. Light from 340 to 460 nm was obtained via the second-harmonic generation of the excitation beam while tunable blue light, from 417 to 486 nm, was generated by self-sum-frequency mixing between the excitation beam and the RL emission.