We investigated the characteristics of an ultra-high-Q photonic nanocavity (Q = ~230,000 and modal volume = ~1.2 cubic wavelengths) at various input light powers. The cavity characteristics were red-shifted as the input power increased. This nonlinearity could be explained by coupled-mode theory, taking into account two-photon absorption, the associated free-carrier absorption, consequent free-carrier absorption, plasma effect, thermo-optic effect, and a Kerr effect. Nonlinear cavity characteristics were observed at an extremely low input light power of 10 muW. We confirmed that these low-power nonlinear optical effects could be attributed to the ultra-high Q factor of the nanocavity.