Gradient metasurfaces, or ultrathin optical components with engineered transverse impedance gradients along the surface, are able to locally control the phase and amplitude of the scattered fields over subwavelength scales, enabling a broad range of linear components in a flat, integrable platform1–4. On the contrary, due to the weakness of their nonlinear optical responses, conventional nonlinear optical components are inherently bulky, with stringent requirements associated with phase matching and poor control over the phase and amplitude of the generated beam. Nonlinear metasurfaces have been recently proposed to enable frequency conversion in thin films without phase-matching constraints and subwavelength control of the local nonlinear phase5–8. However, the associated optical nonlinearities are far too small to produce significant nonlinear conversion efficiency and compete with conventional nonlinear components for pump intensities below the materials damage threshold. Here, we report multi-quantum-well based gradient nonlinear metasurfaces with second-order nonlinear susceptibility over 106 pm/V for second harmonic generation at a fundamental pump wavelength of 10 μm, 5-6 orders of magnitude larger than traditional crystals. Further, we demonstrate the efficacy of this approach to designing metasurfaces optimized for frequency conversion over a large range of wavelengths, by reporting multi-quantum-well and metasurface structures optimized for a pump wavelength of 6.7 μm. Finally, we demonstrate how the phase of this nonlinearly generated light can be locally controlled well below the diffraction limit using the Pancharatnam-Berry phase approach5,7,9, opening a new paradigm for ultrathin, flat nonlinear optical components.