Bound states in the continuum (BICs) represent localized modes with energies embedded in the continuous spectrum of radiating waves. BICs were discovered initially as a mathematical curiosity in quantum mechanics, and more recently were employed in photonics. Pure mathematical bound states have infinitely-large quality factors (Q factors) and zero resonant linewidth. In optics, BICs are physically limited by a finite size, material absorption, structural disorder, and surface scattering, and they manifest themselves as the resonant states with large Q factors, also known as supercavity modes or quasi-BICs. Optical BIC resonances have been demonstrated only in extended 2D and 1D systems and have been employed for distinct applications including lasing and sensing. Optical quasi-BIC modes in individual nanoresonators have been discovered recently but they were never observed in experiment. Here, we demonstrate experimentally an isolated subwavelength nanoresonator hosting a quasi-BIC resonance. We fabricate the resonator from AlGaAs material on an engineered substrate, and couple to the quasi-BIC mode using structured light. We employ the resonator as a nonlinear nanoantenna and demonstrate record-high efficiency of second-harmonic generation. Our study brings a novel platform to resonant subwavelength photonics.