In the past decades, metasurfaces have opened up a promising venue for manipulating lights and electromagnetic (EM) waves. In the field of nonlinearity, second‐harmonic generation (SHG) is a research focus due to its diverse applications. There have been many researches for realizing SHG in optical regime using nonlinear characteristics of optical materials, but its efficiency is low. In microwave frequencies, SHGs are basically studied in the guided‐wave systems. Here, high‐efficiency SHGs of spatial waves are presented in the microwave frequency using nonlinear metasurface loaded with active chips at the subwavelength scale. The nonlinear meta‐atom is composed of receiving antenna, transmitting antenna, and active circuit of frequency multiplier, which can realize strongly nonlinear response and link the EM signals from the receiving to transmitting antennas. Correspondingly, to achieve the function of spatial‐wave frequency multiplication, the working frequency of the transmitting antenna in the meta‐atom should be twice as that of the receiving antenna, and hence the active chip is well matched to obtain the signal transforming with high efficiency. Good performance of the spatial‐wave frequency multiplication is demonstrated in the proof‐of‐concept experiments with the best transform efficiency of 85.11% under normal incidence, validating the proposed method.