Nonlinear optics is an increasingly important field for scientific and technological applications, owing to its relevance and potential for optical and optoelectronic technologies. Currently, there is an active search for suitable nonlinear material systems with efficient conversion and small material footprint. Ideally, the material system should allow for chip-integration and room-temperature operation. Two-dimensional materials are highly interesting in this regard. Particularly promising is graphene, which has demonstrated an exceptionally large nonlinearity in the terahertz regime. Yet, the light-matter interaction length in two-dimensional materials is inherently minimal, thus limiting the overall nonlinear-optical conversion efficiency. Here we overcome this challenge using a metamaterial platform that combines graphene with a photonic grating structure providing field enhancement. We measure terahertz third-harmonic generation in this metamaterial and obtain an effective third-order nonlinear susceptibility with a magnitude as large as 3$cdot$10$^{-8}$m$^2$/V$^2$, or 21 esu, for a fundamental frequency of 0.7 THz. This nonlinearity is 50 times larger than what we obtain for graphene without grating. Such an enhancement corresponds to third-harmonic signal with an intensity that is three orders of magnitude larger due to the grating. Moreover, we demonstrate a field conversion efficiency for the third harmonic of up to $sim$1% using a moderate field strength of $sim$30 kV/cm. Finally we show that harmonics beyond the third are enhanced even more strongly, allowing us to observe signatures of up to the 9$^{rm th}$ harmonic. Grating-graphene metamaterials thus constitute an outstanding platform for commercially viable, CMOS compatible, room temperature, chip-integrated, THz nonlinear conversion applications.
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