We report on electro-optic modulation using a Lithium Niobate (LN) Photonic Crystal (PC) cavity structure. The compact device (6 μm in length) consists of a 2D photonic crystal cavity made on an Annealed Proton Exchange (APE) LN waveguide with vertical deposited electrodes. Experimental results show a tunability of 0.6 nm/V. This compact design opens a way towards micro and nano-scale tunable photonic devices with low driving electrical power.