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The design of cyber-physical systems (CPSs) requires methods and tools that can efficiently reason about the interaction between discrete models, e.g., representing the behaviors of ``cyber'' components, and continuous models of physical processes. Boolean methods such as satisfiability (SAT) solving are successful in tackling large combinatorial search problems for the design and verification of hardware and software components. On the other hand, problems in control, communications, signal processing, and machine learning often rely on convex programming as a powerful solution engine. However, despite their strengths, neither approach would work in isolation for CPSs. In this paper, we present a new satisfiability modulo convex programming (SMC) framework that integrates SAT solving and convex optimization to efficiently reason about Boolean and convex constraints at the same time. We exploit the properties of a class of logic formulas over Boolean and nonlinear real predicates, termed monotone satisfiability modulo convex formulas, whose satisfiability can be checked via a finite number of convex programs. Following the lazy satisfiability modulo theory (SMT) paradigm, we develop a new decision procedure for monotone SMC formulas, which coordinates SAT solving and convex programming to provide a satisfying assignment or determine that the formula is unsatisfiable. A key step in our coordination scheme is the efficient generation of succinct infeasibility proofs for inconsistent constraints that can support conflict-driven learning and accelerate the search. We demonstrate our approach on different CPS design problems, including spacecraft docking mission control, robotic motion planning, and secure state estimation. We show that SMC can handle more complex problem instances than state-of-the-art alternative techniques based on SMT solving and mixed integer convex programming.