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Nonlinear optical processes are promising for many applications, and recently great attention has been paid to improve the nonlinear efficiency of plasmonic metasurfaces. Here, we propose a hybrid structure consisting of a gold split-ring resonator (SRR) based nonlinear metasurface on top of a dielectric waveguide layer. By adjusting the periodicity of the SRR array, we demonstrate that the coupling between the magnetic surface plasmons (MSPs) of the SRRs and the waveguide modes could greatly enhance the second harmonic generation (SHG) intensity. Compared with the conventional SRR arrays, the hybrid structures could provide an extra enhancement in the SHG intensity of more than one order of magnitude.