Nonlinear wavelength conversion is essential for many classical and quantum pho-tonic applications. The underlying second-order nonlinear optical processes, however, generally exhibit limited spectral bandwidths that impact their application potential. Here we use a high-Q X-cut lithium niobate microdisk resonator to demonstrate both second-harmonic generation and spontaneous parametric down-conversion on chip. In particular, our lithium niobate microresonator, with its wide-range cyclic phase matching and rich optical mode structures, is able to achieve ultra-broadband spontaneous parametric down-conversion, with a bandwidth over 400 nm, inferred from recorded spectra of the down-converted photons. The produced biphoton pairs exhibit strong temporal correlation, with a coincidence-to-accidental ratio measured to be 43.1. Our device is promising for integrated quantum photonics where optical frequency could be used as a degree of freedom for signal processing.