As the spectrum environment becomes increasingly crowded and complicated, primary users may be interfered by secondary users and other illegal users. Automatic modulation classification (AMC) of a single source cannot recognize the overlapped sources. Consequently, the AMC of overlapped sources attracts much attention. In this paper, we propose a genetic programming-based modulation classification method for overlapped sources (GPOS). The proposed GPOS consists of two stages, the training stage, and the classification stage. In the training stage, multi-gene genetic programming (MGP)-based feature engineering transforms sample estimates of cumulants into highly discriminative MGP-features iteratively, until optimal MGP-features (OMGP-features) are obtained, where the structural risk minimization principle (SRMP) is employed to evaluate the classification performance of MGP-features and train the classifier. Moreover, a self-adaptive genetic operation is designed to accelerate the feature engineering process. In the classification stage, the classification decision is made by the trained classifier using the OMGP-features. Through simulation results, we demonstrate that the proposed scheme outperforms other existing methods in terms of classification performance and robustness in case of varying power ratios and fading channel.