Silicon photonics is coming of age; however, it is still lacking a monolithic platform for optical sources and nonlinear functionalities prompting heterogeneous integration of different materials tailored to different applications. Here we demonstrate tellurium oxide as a complementary metal oxide semiconductor silicon photonics platform for nonlinear functionalities, which is already becoming an established platform for sources and amplifiers. We show broadband supercontinuum generation covering the entire telecom window and show for the first time to our knowledge third-harmonic generation in its integrated embodiment. Together with the now-available lasers and amplifiers on integrated TeO2 this work paves the way for a monolithic TeO2-based nonlinear silicon photonics platform.