A novel Nonlinear Model Predictive Control (NMPC) scheme is proposed in order to shape the harmonic response of constrained nonlinear systems. The salient ingredient is the short-time Fourier transform (STFT) of the system's output signal, which is constrained in an NMPC problem, leading to the novel formulation of so-called spectrum constraints. Recursive feasibility and asymptotic stability of the proposed NMPC scheme with such spectrum constraints are guaranteed by means of an appropriate ellipsoidal terminal invariant set. The efficacy of the proposed approach is demonstrated on a nonlinear vibration damping problem.