Abstract This paper is mainly concerned with the following semi-linear system involving the fractional Laplacian: { ( − Δ ) α 2 u ( x ) = ( 1 | ⋅ | σ ∗ v p 1 ) v p 2 ( x ) , x ∈ R n , ( − Δ ) α 2 v ( x ) = ( 1 | ⋅ | σ ∗ u q 1 ) u q 2 ( x ) , x ∈ R n , u ( x ) ≥ 0 , v ( x ) ≥ 0 , x ∈ R n , $$ \textstyle\begin{cases} (-\Delta )^{\frac{\alpha }{2}}u(x)= (\frac{1}{ \vert \cdot \vert ^{\sigma }} \ast v^{p_{1}} )v^{p_{2}}(x), \quad x\in \mathbb{R}^{n}, \\ (-\Delta )^{\frac{\alpha }{2}}v(x)= (\frac{1}{ \vert \cdot \vert ^{\sigma }} \ast u^{q_{1}} )u^{q_{2}}(x), \quad x\in \mathbb{R}^{n}, \\ u(x)\geq 0,\quad\quad v(x)\geq 0, \quad x\in \mathbb{R}^{n}, \end{cases} $$ where 0 < α ≤ 2 $0