This paper focuses on system reliability analysis with dependent competing failure process due to soft failure and hard failure. Some new probabilistic methods based on cumulative shock model and nonlinear Wiener process under different shifting thresholds situation are obtained. Considering that nonlinearity exists extensively in practice, the continuous soft failure process is governed by random effected nonlinear Wiener process. Firstly, reliability evaluation models for hard failure and soft failure are obtained under the cumulative shock, respectively. Furthermore, some system reliability models under different shifting thresholds situation are studied, in which failure threshold will decrease after a certain number of shocks. A real numerical example about fatigue crack growth dataset is carried out to demonstrate the proposed procedure. Numerical results indicate that both random shocks and shifting threshold have significant effect on system reliability. Finally, some sensitivity analysis are also been given.