Thanks to the band-gap engineering of quantum confined semiconductor materials and the development of semiconductor-based saturable absorber mirrors, recent years have seen the development of compact and low-cost external-cavity laser diodes generating pulses at several tens of GHz. The physics of the bifurcation leading to selfpulsation leads however to an intrinsic limitation: the fundamental repetition rate is fixed to and limited by the externalcavity round-trip time. By contrast, we demonstrate here that an external-cavity diode laser may generate fundamental self-pulsating dynamics at harmonics of the external-cavity frequency, when a phase conjugate mirror replaces the conventional mirror. As is known from theory, a laser diode with phase conjugate external feedback supports a single stationary solution that bifurcates to self-pulsating dynamics of increasing frequency when increasing the amount of light reflected back to the laser diode. The self-pulsation frequency then increases in step of the external-cavity frequency as one increases the feedback strength. We provide here the first experimental evidence of such harmonic external-cavity fundamental self-pulsation. As a proof-of-concept, we generate experimentally a self-pulsating dynamics at twice and three times the fundamental external-cavity frequency using an edge-emitting laser with a self-pumped ring-cavity photorefractive phase conjugator. Numerical simulations also predict stable higher harmonics.