Bound states in the continuum (BICs) have been extensively studied in various systems since they are first proposed in quantum mechanics. Photonic BICs can enable optical mode confinement and provide field enhancement for nonlinear optics, but they have rarely been explored in nonlinear integrated photonic waveguides. Applying BICs in photonic integrated circuits enables low‐loss light guidance and routing in low‐refractive‐index waveguides on high‐refractive‐index substrates, which is suitable for integrated photonics with nonlinear materials. Here, second‐harmonic generation from telecom to near‐visible wavelengths is experimentally demonstrated on an etchless lithium niobate platform by using a photonic BIC for the second‐harmonic mode. The devices feature second‐harmonic conversion efficiency of 0.175% W−1 cm−2 and excellent thermal stability with a wavelength shift of only 1.7 nm from 25 to 100 °C. These results represent a new paradigm of nonlinear integrated photonics on a cost‐effective and convenient platform, which can enable a broad range of on‐chip applications such as optical parametric generation, signal processing, and quantum photonics.