Introducing the Lie algebroid generalized tangent bundle of a Kaluza–Klein bundle, we develop the theory of general distinguished linear connections for this space. In particular, using the Lie algebroid generalized tangent bundle of the Kaluza–Klein vector bundle, we present the (g, h)-lift of a curve on the base M and we characterize the horizontal and vertical parallelism of the (g, h)-lift of accelerations with respect to a distinguished linear (ρ, η)-connection. Moreover, we study the torsion, curvature and Ricci tensor field associated to a distinguished linear (ρ, η)-connection and we obtain the identities of Cartan and Bianchi type in the general framework of the Lie algebroid generalized tangent bundle of a Kaluza–Klein bundle. Finally, we introduce the theory of (pseudo) generalized Kaluza–Klein G-spaces and we develop the Einstein equations in this general framework