Coherent Cs-Cu stretching vibration at a Cu(111) surface covered with a full monolayer of Cs is observed by using time-resolved second harmonic generation spectroscopy, and its generation mechanisms and dynamics are simulated theoretically. While the irradiation with ultrafast pulses at both 400 and 800 nm generate the coherent Cs-Cu stretching vibration at a frequency of 1.8 THz (60 cm(-1)), they lead to two distinctively different features: the initial phase and the pump fluence dependence of the initial amplitude of coherent oscillation. At 400 nm excitation, the coherent oscillation is nearly cosine-like with respect to the pump pulse and the initial amplitude increases linearly with pump fluence. In contrast, at 800 nm excitation, the coherent oscillation is sine-like and the amplitude is saturated at high fluence. These features are successfully simulated by assuming that the coherent vibration is generated by two different electronic transitions: substrate d-band excitation at 400 nm and the quasi-resonant excitation between adsorbate-localized bands at 800 nm, i.e., possibly from an alkali-induced quantum well state to an unoccupied state originating in Cs Sd bands or the third image potential state.