Experimental results on the light-to-sound transduction by a superlattice embedded in an optical microcavity, using picosecond ultrasonics, are presented. Superlattices based on a periodic stacking of AlAs/GaAs layers are known to be good generators of quasimonochromatic phonons, but also are very sensitive phonon detectors. Selection rules for both processes are different but theory predicts the possibility to detect the same phonons generated by the SL as a result of the presence of light reflections on the substrate/superlattice interface. For this purpose, a superlattice embedded in an optical microcavity, where the electric field of the probe light can be stationary, is studied. Experiments on the ability to generate and detect phonons at 0.3 THz and 0.6 THz were performed at low temperature. It is shown that such phonons are generated, propagated, and can be detected by the device after a round trip through the substrate.