We study a theta lift from a cusp form $f$ on $U(1,1)$ to a cusp form $\mathcal{L} f$ on $U(2,1)$ (the unitary Kudla lift of $f$). We give an explicit expression of the Fourier–Jacobi expansion of $\mathcal{L} f$ in terms of periods and Hecke eigenvalues of $f$. As an application, we give a criterion for the nonvanishing of $\mathcal{L} f$.