<p>Ultra-broadband frequency combs coherently unite distant portions of the electromagnetic spectrum. They underpin discoveries in ultra-fast science and serve as the building blocks of modern photonic technologies. Despite tremendous progress in integrated sources of frequency combs, achieving multi-octave operation on chip has remained elusive mainly because of the energy demand of typical spectral broadening processes. Here we break this barrier and demonstrate multi-octave frequency comb generation using an optical parametric oscillator in nanophotonic lithium niobate with only femtojoules of pump energy. Leveraging this ultra-low threshold and dispersion engineering, we accessed a previously unexplored optical parametric oscillator regime that enables highly efficient and stable coherent spectral broadening. We achieve orders-of-magnitude reduction in the energy requirement compared with the other techniques, confirm the coherence of the comb, and present a path towards more efficient and wider spectral broadening. Our results pave the way for ultra-short-pulse and ultra-broadband on-chip nonlinear photonic systems for numerous applications.</p>