Light trapping is a constant pursuit in photonics because of its importance in science and technology. Many mechanisms have been explored, including the use of mirrors made of materials or structures that forbid outgoing waves, and bound states in the continuum that are mirror-less but based on topology. Here we report a compound method, combing mirrors and bound states in the continuum in an optimized way, to achieve a class of on-chip optical cavities that have high quality factors and small modal volumes. Specifically, light is trapped in the transverse direction by the photonic band gap of the lateral hetero-structure and confined in the vertical direction by the constellation of multiple bound states in the continuum. As a result, unlike most bound states in the continuum found in photonic crystal slabs that are de-localized Bloch modes, we achieve light-trapping in all three dimensions and experimentally demonstrate quality factors as high as $Q = 1.09 times 10^6$ and modal volumes as low as $V = 3.56~ mu m^3$ in the telecommunication regime. We further prove the robustness of our method through the statistical study of multiple fabricated devices. Our work provides a new method of light trapping, which can find potential applications in photonic integration, nonlinear optics and quantum computing.
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