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Second-harmonic generation (SHG) spectra of single and coupled porous silicon-based photonic crystal microcavities are studied in both frequency and wave vector domains. For the fundamental field resonant to the microcavity mode the second-harmonic intensity is enhanced by times in comparison with that outside the photonic band gap. SHG spectroscopy in identical microcavities coupled through the intermediate Bragg reflector reveals two SHG peaks if the fundamental field is in resonance with the splitted mode of coupled microcavities. The spatial confinement of the resonant fundamental radiation is directly probed at the microcavity cleavage by scanning near-field optical microscopy.