Based on a simple model, we theoretically show the transport behaviors of two harmonically coupled Brownian particles in an asymmetric saw-tooth potential with two slopes. The coupled particles are subject to stochastic fluctuations. It is found that when the equilibrium distance of the coupled particles is between the two slopes of the potential, the transport direction of the coupled particles will be reversed with a certain harmonic coupling strength. This current reversal can be easily understood with the near rigid approximation, where the two coupled particles can be regarded as a single particle in an effective potential. Compared with the original saw-tooth potential, the asymmetry of the effective potential could be reversed when the equilibrium distance is between the two slopes of the original potential, which results in the current reversal.