High-quality micro-resonators on thin-film lithium niobate (TFLN) have emerged as an ideal platform for on-chip nonlinear optical applications due to their strong light confinement and excellent natural nonlinear optical properties. Here, we present high-efficiency second-harmonic generation (SHG) in micro-resonators on a TFLN based on the modal phase matching and natural quasi-phase matching. By optimizing the phase-matching conditions through thermal tuning, we demonstrate an on-chip SHG efficiency of 149,000%/W in the low power regime. Furthermore, we achieve an absolute conversion efficiency of 10.3% with a 0.3 mW pump power. Our work paves the way toward future efficient on-chip frequency conversion of classical and quantum light without the need for poling of the LN films.