A possibility to excite a stable self-oscillation in a perpendicularly magnetized ferromagnet by the spin Hall effect is investigated theoretically. It had been shown that such self-oscillation cannot be stabilized solely by the direct spin torque by the spin Hall effect. Here, we consider adding another ferromagnet, referred to as pinned layer, on the free layer. The pinned layer provides another spin torque through the reflection of the spin current. The study shows that the stable self-oscillation is excited by the additional spin torque when the magnetization in the pinned layer is tilted from the film plane.