The effect of strong localization of electromagnetic field in colloidal photonic crystals (PCs) is considered in present paper. It is shown theoretically that due to lateral modulation of dielectric permittivity of PC the sharp peaks of light’s intensity arise at the band-gap pumping, and light field decays parametrically with depth. The light itself localises at the near-surface volume of the PC and enhances nonlinear light conversion. Theoretical model to explain generic physical picture is presented for two-dimensional PC, and the analytical results are compared with numerical simulations by finite-difference time-domain method for solving the Maxwell’s equations. The fingerprints of enhanced high harmonic generation, which are observed in our experimental studies with globular quartz PCs, justify the main theoretical predictions.