Optimizing the shape of nanostructures and nano-antennas for specific optical properties has evolved to be a very fruitful activity. With modern fabrication tools a large variety of possibilities is available for shaping both nanoparticles and nanocavities; in particular nanocavities in thin metal films have emerged as attractive candidates for new metamaterials and strong linear and nonlinear optical systems. Here we rationally design metallic nanocavities to boost their Four-Wave Mixing response by resonating the optical plasmonic resonances with the incoming and generated beams. The linear and nonlinear optical responses as well as the propagation of the electric fields inside the cavities are derived from the solution of Maxwell’s equations by using the 3D finite-differences time domain method. The observed conversion-efficiency of near-infrared to visible light equals or surpasses that of BBO of equivalent thickness. Implications to further optimization for efficient and broadband ultrathin nonlinear optical materials are discussed.