Supernovae (SNe) with strong interactions with circumstellar material (CSM) are promising candidate sources of high-energy neutrinos and gamma rays, and have been suggested as an important contributor to Galactic cosmic rays beyond 10 15 eV. Taking into account the shock dissipation by a fast velocity component of SN ejecta, we present comprehensive calculations of the non-thermal emission from SNe powered by shock interactions with a dense wind or CSM. Remarkably, we consider electromagnetic cascades in the radiation zone and subsequent attenuation in the pre-shock CSM. A new time-dependent phenomenological prescription provided by this work enables us to calculate gamma-ray, hard X-ray, radio, and neutrino signals, which originate from cosmic rays accelerated by the diffusive shock acceleration mechanism. We apply our results to SN IIn 2010jl and SN Ib/IIn 2014C, for which the model parameters can be determined from the multi-wavelength data. For SN 2010jl, the more promising case, by using the the latest Fermi Large Area Telescope (LAT) Pass 8 data release, we derive new constraints on the cosmic-ray energy fraction, ǫ p ∼ < 0.05 − 0.1. We also find that the late-time radio data of these interacting SNe are consistent with our model. Further multimessenger and multi-wavelength observations of nearby interacting SNe should give us new insights into the diffusive shock acceleration in dense environments as well as pre-SN mass-loss mechanisms.