In this paper, the quantum coherence effect in spin-orbit coupled quantum dots system is studied. The average current, shot noise and skewness of the system are calculated by using the full counting statistics approach of the transport system. It is found that the shot noise decreases with the spin-orbit coupling increasing. More importantly, the current, noise and skewness fluctuate periodically with the magnetic flux. And the oscillation period is not affected by the strength of spin-orbit coupling, spin polarization and dynamic coupling asymmetry.