We theoretically studied a nonlinear optical process in a hybrid plasmonic waveguide composed of a nonlinear dielectric waveguide and a metal film with a separation of a thin air gap. Owing to the hybridization effect of guided mode and surface plasmon polariton mode, this particular waveguide is able to confine the optical-field in a deep subwavelength scale together with low propagation loss. Based on this, efficient second-harmonic generations (SHG) were revealed at the fundamental wavelength of λ=1.55 μm with good field confinement. The SHG efficiency, as well as the coupling coefficient and mode area, were analyzed and discussed in detail with respect to the structural parameters.