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Resonant metasurfaces are an attractive platform for enhancing the non-linear optical processes, such as second harmonic generation (SHG), since they can generate very large local electromagnetic fields while relaxing the phase-matching requirements. Here, we take this platform a step closer to the practical applications by demonstrating visible range, continuous wave (CW) SHG. We do so by combining the attractive material properties of gallium phosphide with engineered, high quality-factor photonic modes enabled by bound states in the continuum. For the optimum case, we obtain efficiencies around 5e-5 % W$^{-1}$ when the system is pumped at 1200 nm wavelength with CW intensities of 1 kW/cm$^2$. Moreover, we measure external efficiencies as high as 0.1 % W$^{-1}$ with pump intensities of only 10 MW/cm$^2$ for pulsed irradiation. This efficiency is higher than the values previously reported for dielectric metasurfaces, but achieved here with pump intensities that are two orders of magnitude lower.