The profile of a Bessel beam is J0(ρ), where J0 is the zeroth‐order Bessel function and ρ is a dimensionless distance from the axis. The beam propagates without diffraction, a property that has stimulated interest in connection with medical ultrasound imaging. Previous analyses of second‐harmonic generation in Bessel beams are limited to lossless media. Du, Zhang, and Zhu [Proc. 14thIntl. Symp. Nonlin. Acoust., edited by R. J. Wei (Nanjing U.P., Nanjing, 1996), pp. 189–194] showed that the beam profile of the second harmonic in the near field is given approximately by J20(ρ). Ding and Lu [Appl. Phys. Lett. 68, 608 (1996)] obtained J0(2ρ) for the far field. We provide a more general analysis of second‐harmonic generation, first by investigating solutions for lossless propagation in greater detail, and second by including absorption. It is shown that the far‐field beam profile is J0(2ρ) only for very small values of a characteristic absorption parameter. As the absorption parameter increases, the beam profile evolves toward a distribution given approximately (i.e., away from minima) by J20(ρ). Numerical results are presented for higher harmonics and for waveform distortion in a Bessel beam that forms a shock. [Work supported by ONR.]