Abstract Random lasers (RLs) based on neodymium ions (Nd 3+ ) doped crystalline powders rely on multiple light scattering to sustain laser oscillation. Although Stokes and anti-Stokes Nd 3+ RLs have been demonstrated, the optical gain obtained up to now was possibly not large enough to produce self-frequency conversion. Here we demonstrate self-frequency upconversion from Nd 3+ doped YAl 3 (BO 3 ) 4 monocrystals excited at 806 nm, in resonance with the Nd 3+ transition 4 I 9/2 → 4 F 5/2 . Besides the observation of the RL emission at 1062 nm, self-converted second-harmonic at 531 nm and self-sum-frequency generated emission at 459 nm due to the RL and the excitation laser at 806 nm, are reported. Additionally, second-harmonic of the excitation laser at 403 nm was generated. These results exemplify the first multi-wavelength source of radiation owing to nonlinear optical effect in a Nd 3+ doped crystalline powder RL. Contrary to the RLs based on dyes, this multi-wavelength light source can be used in photonic devices due to the large durability of the gain medium.