We present a new finite volume method for computing numerical approximations of a system of nonlocal transport equation modeling interacting species. This method is based on the work [F. Delarue, F. Lagoutire, N. Vauchelet, Convergence analysis of upwind type schemes for the aggregation equation with pointy potential, Ann. Henri. Lebesgue 2019], where the nonlocal continuity equations are 10 treated as conservative transport equations with a nonlocal, nonlinear, rough velocity field. We analyze some properties of the method, and illustrate the results with numerical simulations.