Using a second-order perturbation approximation and a modal expansion analysis approach, this study develops an effective technique for studying the generation of second harmonics of Lamb modes propagating in the composite structure consisting of a solid layer supported by a semi-infinite substrate. The nonlinearity in the elastic wave motion process can result in the generation of second harmonics of primary Lamb mode propagation in the composite structure, and this nonlinearity may be treated as a second-order perturbation of the elastic response of the primary waves. There are second-order bulk and surface/interface driving sources in the composite structure wherever the primary Lamb modes propagate. These driving sources can be thought of as the forcing functions of a finite series of double-frequency Lamb modes (DFLMs) in terms of the approach of modal expansion analysis for waveguide excitation. The fields of the second harmonics of the primary Lamb modes can be regarded as superpositions of the fields of a finite series of DFLMs. Although Lamb modes are dispersive, the field of one DFLM component can have a cumulative growth effect when its phase velocity exactly or approximately equals that of a primary Lamb mode. The formal solutions for the second harmonics of Lamb modes have been obtained. The numerical simulations clearly show the physical process of the generation of second harmonics of Lamb modes in the composite structure. The complicated problems of second-harmonic generation of Lamb modes have been exactly determined within the second-order perturbation approximation.