In this paper we consider the unique nonnegative solution to the following generalized version of the stochastic differential equation for a continuous-state branching process. \beqnn X_t \ar=\ar x+\int_0^tγ_0(X_s)\dd s+\int_0^t\int_0^{γ_1(X_{s-})} W(\dd s,\dd u)\cr \ar\ar\qquad+\int_0^t\int_{0}^\infty\int_0^{γ_2(X_{s-})} z\tilde{N}(\dd s, \dd z, \dd u), \eeqnn where $W(\dd t,\dd u) $ and $\tilde{N}(\dd s, \dd z, \dd u)$ denote a Gaussian white noise and an independent compensated spectrally positive Poisson random measure, respectively, and $γ_0,γ_1$ and $γ_2$ are functions on $\mbb{R}_+$ with both $γ_1$ and $γ_2$ taking nonnegative values. Intuitively, this process can be identified as a continuous-state branching process with population-size-dependent branching rates and with competition. Using martingale techniques we find rather sharp conditions on extinction, explosion and coming down from infinity behaviors of the process. Some Foster-Lyapunov type criteria are also developed for such a process. More explicit results are obtained when $γ_i, i=0, 1, 2$ are power functions.