The use of optical technology can provide unprecedented performance to the generation, distribution, and processing of microwave. Recently, on-chip microwave photonics (MWP) has gained significant interests for its numerous advantages, such as robustness, reconfigurability as well as reduction of size, weight, cost, and power consumption. In this chapter, we review our recent progress in ultracompact microwave photonic signal processing using silicon nanophotonic devices. Using the fabricated silicon waveguide, silicon microring resonators (MRRs) and silicon photonic crystal nanocavities, we demonstrate on-chip analog signal transmission, optically controlled tunable MWP filter, and ultrahigh peak rejection notch MWP filter. The performance of analog links and the responses of MWP filters are evaluated in the experiment. In addition, microwave signal multiplication and modulation are also demonstrated based on a silicon Mach-Zehnder modulator in the experiment with favorable operation performance. The demonstrated on-chip analog links, MWP filters, microwave signal multiplication/modulation may help understand onchip analog signaling and expand novel functionalities of MWP signal processing.