APL, 18 16 bytes
{y[⍋y←∪,∘.×⍨⍳⍵]}
This is an unnamed monadic function. The output is in ascending order.
Explanation:
⍳⍵⍳⍵]} ⍝ Get the integers from 1 to the input
∘.×⍨ ⍝ Compute the outer product of this with itself
, ⍝ Flatten into an array
∪ ⍝ Select unique elements
y← ⍝ Assign to y
{y[⍋ ⍝ Sort ascending
Fixed an issue and saved 2 bytes thanks to Thomas Kwa!