We report on the generation of self-oscillations from a continuously pumped singly resonant frequency doubler based on a periodically poled potassium titanyl phosphate crystal (PPKTP). The sustained square-wave and staircase curve of self-oscillations are obtained when the incident pump powers are below and above the threshold of subharmonic-pumped parametric oscillation (SPO), respectively. The self-oscillations can be explained by the competition between the phase shifts induced by cascading nonlinearity and thermal effect, and the influence of fundamental nonlinear phase shift by the generation of SPO. The simulation results are in good agreement with the experiment data.