Based on a kind of new Lie superalgebras, we introduce the general method of constructing the nonlinear integrable couplings of super soliton hierarchy. Super trace identity over the corresponding loop superalgebras is used to obtain the super Hamiltonian structures for the resulting nonlinear integrable couplings of the super soliton hierarchy. As an application, we give the nonlinear integrable couplings of super Kaup-Newell hierarchy and its super Hamiltonian structures. This method can be generalized to other super soliton hierarchy.