Plasmonics provides a route to develop ultracompact optical devices on a chip by using extreme light concentration and the ability to perform simultaneous electrical and optical functions. These properties also make plasmonics an ideal candidate for dynamically controlling nonlinear optical interactions at the nanoscale. We demonstrate electrically tunable harmonic generation of light from a plasmonic nanocavity filled with a nonlinear medium. The metals that define the cavity also serve as electrodes that can generate high direct current electric fields across the nonlinear material. A fundamental wave at 1.56 micrometers was frequency doubled and modulated in intensity by applying a moderate external voltage to the electrodes, yielding a voltage-dependent nonlinear generation with a normalized magnitude of similar to 7% per volt.