I came up with something that seems to be proving the assertion. Though, I would not say that I am sure that everything in it is correct. Could someone please read through and comment on it?
Here it goes: First I define a concept that I use in the proof. I have no idea if what I define is consistent with the usual definition of cycle structure, but it works for the purpouse of this proof.
Definition: If [tex]\sigma \in S{n}[/tex] we know that we can write it as a product of disjoint cycles. We characterize [tex]\sigma[/tex] in the following way;
If [tex]\sigma[/tex] is a product of [tex]\tau_{k_{1}}, \ldots \tau_{k_{r}}[/tex], where the [tex]\tau_{k_{i}}[/tex] are disjoint cycles of length [tex]k_{i}[/tex], we say that the cycle structure of [tex]\sigma[/tex] is [tex]\sum{k_{i}}[/tex], denoted [tex]\mathcal{S}(\sigma) = \sum{k_{i}}[/tex].
Proof: Assume [tex]H \leq A_{5}[/tex], [tex]|H| = 20[/tex]. If [tex]\sigma \in H[/tex] then [tex]\mathcal{S}(\sigma) \in \{\phi,\: 2+2,\: 5\}[/tex], as if the structure would have been 2,4,3+2 it would have been an odd permutation. As the order of a 3-cycle is 3, we get by Lagrange's Theorem that no 3-cycle can be an element of a group of order 20. Thus we know that any element [tex]\sigma \in H[/tex] must be either a product of two disjoint transpositions, a 5-cycle or a product of these. We now examine the subgroups of [tex]A_{5}[/tex] having only elements of said type.
Let [tex]\tau[/tex] and [tex]\sigma[/tex] be of structure 2+2 and 5, respectively. Consider the subgroup [tex]K = \langle(\tau, \sigma)\rangle[/tex]. As there exists 5 distinct powers of [tex]\sigma[/tex] and 2 distinct powers of [tex]\tau[/tex] (conclusion drawn by the orders of the subgroups generated by one of the elements), we know that [tex]|K| \geq 5+2-1[/tex], as the identity is counted twice. Also, as the [tex]\tau\sigma^{k}[/tex] are distinct for [tex]k = 1,2,3,4,5[/tex], and only for [tex]k = 5[/tex] we have [tex]\tau\sigma^{k} = \tau[/tex], we get [tex]|K| \geq 10[/tex]. If [tex]\tau[/tex] conjugates [tex]\sigma[/tex] to a power of itself, equality holds. Even if one would not guess that this tells us anything, it actually reduces the problem quite a lot.
If we are to arrive at a subgroup of order 20 we must adjoin some element of the appropriate type to the generating set. However, if we adjoin a 5-cycle [tex]\sigma'[/tex], we have that, if [tex]K' = \langle(\tau, \sigma', \sigma)\rangle[/tex], [tex]|K'| \geq 40[/tex], so it will generate the whole of [tex]A_{5}[/tex]. If we adjoin another double-transposition [tex]\tau'[/tex] perhaps? Well, if [tex]K'' = \langle(\tau, \tau', \sigma)\rangle[/tex], for every [tex]\rho \in K[/tex] we obtain [tex]\tau'\rho \in K'' \backslash K[/tex], and they are by the cancellation laws with respect to [tex]\tau'[/tex] all distinct. Thus [tex]|K''| \geq 20[/tex]. Can we have equality? Well, no, as [tex]\tau[/tex] and [tex]\sigma[/tex] does not commute. This is due to the fact that, if they would commute, so [tex]\tau\sigma = \sigma\tau[/tex], then [tex]\tau\sigma\tau = \tau^{2}\sigma = \sigma[/tex]. But if [tex]\sigma = (a_1, a_2, a_3, a_4, a_5)[/tex] and [tex]\tau = (a_1, a_k)\tau_x[/tex] where [tex]\tau_x[/tex] is a transposition (we can always modify [tex]\sigma[/tex] to begin with the same letter as [tex]\tau[/tex]), then [tex]\tau\sigma\tau[/tex] moves [tex]a_1[/tex] to [tex]a_k[/tex], further to [tex]a_{k+1}[/tex] and we would be forced to require [tex]\tau[/tex] to move [tex]a_k+1[/tex] back to [tex]a_{2}[/tex]. Thus [tex]\tau = (a_1, a_k)(a_k + 1, a_2)[/tex], so [tex]\tau\sigma\tau[/tex] moves [tex]a_2[/tex] to [tex]a_{k+1}[/tex], and then to [tex]a_{k+2}[/tex]. As [tex]\sigma[/tex] moves [tex]a_2[/tex] to [tex]a_3[/tex], we would need [tex]k+2 = 3[/tex], so [tex]k=1[/tex]. But then [tex]\tau[/tex] would certainly not be a double transposition, which is a contradiction.
Thus we have [tex]|K''| > 20[/tex]. As every step in the construction was necessary to even keep the possibility of [tex]K'' = H[/tex], the supposed subgroup of order 20 of [tex]A_5[/tex], we can be sure that no such subgroup exists.