We report on specific functionalization of GaAs/AlGaAs photonic structures for molecular sensing via the optical second harmonic generation signal in the visible range exhibited by these nanostructures. Functionalization has been achieved by peptides selected by the phage display technology, revealing specific recognition for semiconducting surfaces. These small peptides when biotinylated serve for controlled placement of biotin onto the substrate to capture then streptavidin. Functionalization (with biotinylated peptide) and molecular recognition (of streptavidin) events both result in enhancing the nonlinear optical response of the samples. Adsorption and infiltration of biomolecules into the GaAs/AlGaAs photonic structure were monitored by atomic force and scanning electron microscopy combined with Energy Dispersive X-ray spectroscopy. We demonstrate that once functionalized with specific peptides, photonic structures could be used as miniature biosensors down to femtomolar detection sensitivity, by monitoring changes in the second harmonic signal when molecules are captured. Our results prove the outstanding sensitivity of the nonlinear approach in biosensing with photonic crystal waveguides as compared to linear absorption techniques on the same samples. The present work is expected to pioneer development of a new class of extremely small affinity-based biosensors with high sensitivity and demonstrates that photonic structures support device functionality that includes strongly confined and localized nonlinear radiation emission and detection processes.