Integrated photonic microcavities have demonstrated powerful enhancement of nonlinear effects, but they face a challenge in achieving critical coupling for sufficient use of incident pump power. In this work, we first experimentally demonstrate that highly efficient third-harmonic generation (THG) and detectable second-harmonic generation (SHG) can be produced from high-Q photonic moiré superlattice microcavities, where a critical coupling condition can be achieved via selecting a magic angle. Furthermore, at the magic angle of 13.17°, critical coupling is satisfied, resulting in a normalized THG conversion efficiency of 136%/W2 at a relatively low peak pump power of 6.8 MW/cm2, which is 3 orders of magnitude higher than the best results reported previously. Our work shows the power of photonic moiré superlattices in enhancing nonlinear optical performances through flexible and feasible engineering resonant modes, which can be applied in integrated frequency conversion and generation of quantum light sources.