Experimental and theoretical study of Cerenkov type second harmonic generation (SHG) with green and blue output in proton exchanged lithium niobate planar waveguide is reported. The dependence of the proton exchanged waveguide parameters on the Cerenkov type SHG efficiency with different fundamental wavelengths is calculated. The waveguide suitable for Cerenkov type SHG with green and blue output is fabricated and high efficiency SHG is observed in the waveguide.