<p>Electrons, phonons and photons are three particles or quasiparticles whose interactions and related elementary excitations are essential for understanding complex phenomena in condensed-matter physics. Paradigmatic examples include polarons arising from electron–phonon interactions and polaritons, from photon–phonon interactions. However, the overall excitation of direct coupling among the three has not been explored in experiments owing to significant mismatches in their energy and momentum scales. Here we realize steady-state electron‒phonon‒photon excitation via integrated lasing radiation and nonlinear conversion within a single crystal. Via our cavity design, we suppress strong spontaneous emission oscillation and realize weak multiphonon-coupled lasing, in which coherent phonons are created as energy offsets between electrons and photons. These dynamic phonons can self-adaptively heterodyne to generate the momentum required for the intracavity photon nonlinearity by selectively blocking the fundamental-wave laser. As evidence, we observe not only efficient and ultrabroadband continuous-wave second-harmonic generation in arbitrary directions but also flexible micrometre periodic lattice modulations induced by the heterodyning of inherent phonons with nanometre-scale wavelengths. This case represents simultaneous energy and momentum matching in a steady nonlinear lasing process.</p>