Nonlinear-optical interactions, such as second-harmonic and sum-frequency generation and coherent anti-Stokes Raman spectroscopy (CARS), are investigated in porous GaP for the first time by means of a novel laser source based on mode-locked picosecond Nd3+:YVO4 laser and subsequent continuum generation in an optical fiber. The efficiency of the former two nonlinear optical processes is shown to be strongly dependent on the wavelengths of the interacting waves and tends to increase with the decrease of the excitation wavelength. The power of the generated second-harmonic and sum-frequency increases by a factor of 2 and 30, respectively, compared to the crystalline GaP. In contrast, the CARS signal in porous GaP is found to be less efficient than one in crystalline GaP. The observed results are explained in terms of competition of the phase-matching effects in GaP nanocrystals and the enhanced photon lifetime in scattering porous GaP layers.