The Kohn-Sham equations with constrained electron density are extended to hybrid exchange-correlation (XC) functionals. We derive the frozen density embedding generalized Kohn-Sham (FDE-GKS) scheme which allows to treat the nonlocal exact-exchange in the subsystems. For practical calculations we propose an approximated version of the FDE-GKS in which the nonadditive exchange potential is computed at a semilocal level. The proposed method is applied to compute the ground-state electronic properties of small test systems and selected DNA base pairs. The results of calculations employing the hierarchy of XC functionals BLYP/B3LYP/BHLYP and PBE/PBE0 are presented, in order to analyze the effect of nonlocal exchange contributions, and compared with reference coupled-cluster singles and doubles results. We find that the use of hybrid functionals leads to a significant improvement in the description of ground-state electronic properties of the investigated systems. The semilocal version of the FDE-GKS correctly reproduces the dipole and the electron density distribution of the exact GKS supramolecular system, with errors smaller than the ones obtained using conventional semilocal XC functionals.