This paper is concerned with an optimal control problem for the fully coupled forward-backward stochastic system. The control variable can enter the diffusion term and the control domain is not necessarily convex. The cost functional we consider is the general form with both integral term and initial-terminal term. Using the decoupling method established in [4], new first- and second-order adjoint equations are obtained, among which, the first-order equation is a non-coupled forward-backward stochastic differential equation (FBSDE). Finally, a necessary condition of Pontraygin's type is deduced.