We report enhanced optical nonlinear effects at the surface of an ultrahigh-Q silica microcavity functionalized by a thin layer of organic molecules. The maximal conversion efficiency of third harmonic generation reaches ∼1680%/W^{2} and an absolute efficiency of 0.0144% at pump power of ∼2.90 mW, which is approximately 4 orders of magnitude higher than that in a reported silica microcavity. Further analysis clarifies the elusive dependence of the third harmonic signal on the pump power in previous literature. Molecule-functionalized microcavities may find promising applications in high-efficiency broadband optical frequency conversion and offer potential in sensitive surface analysis.