We demonstrate ultraviolet-to-mid-infrared supercontinuum generation (SCG) inside thin-film lithium niobate (TFLN) on sapphire nanowaveguides. This platform combines wavelength-scale confinement and quasi-phasematched nonlinear interactions with a broad transparency window extending from 350 to 4500 nm. Our approach relies on group-velocity-matched second-harmonic generation, which uses an interplay between saturation and a small phase-mismatch to generate a spectrally broadened fundamental and second harmonic using only a few picojoules of in-coupled fundamental pulse energies. As the on-chip pulse energy is increased to tens of picojoules, these nanowaveguides generate harmonics up to the fifth order by a cascade of sum-frequency mixing processes. For in-coupled pulse energies in excess of 25 picojoules, these harmonics merge together to form a supercontinuum spanning 360-2660 nm. We use the overlap between the first two harmonic spectra to detect f-2f beatnotes of the driving laser directly at the waveguide output, which verifies the coherence of the generated harmonics. These results establish TFLN-on-sapphire as a viable platform for generating ultra-broadband coherent light spanning from the ultraviolet to mid-infrared spectral regions.