The structure of shocks and turbulence are strongly modified during the acceleration of cosmic rays (CRs) at a shock wave. The pressure and the collisionless viscous stress decelerate the incoming thermal gas and thus modify the shock structure. A CR streaming instability ahead of the shock generates the turbulence on which CRs scatter. The turbulent magnetic field in turn determines the CR diffusion coefficient and further affects the CR energy spectrum and pressure distribution. The dissipation of turbulence contributes to heating the thermal gas. Within a multicomponent fluid framework, CRs and thermal gas are treated as fluids and are closely coupled to the turbulence. The system equations comprise the gas dynamic equations, the CR pressure evolution equation, and the turbulence transport equations, and we adopt typical parameters for the hot ionized interstellar medium. It is shown that the shock has no discontinuity but possesses a narrow but smooth transition. The self-generated turbulent magnetic field is much stronger than both the large-scale magnetic field and the preexisting turbulent magnetic field. The resulting CR diffusion coefficient is substantially suppressed and is more than three orders smaller near the shock than it is far upstream. The results are qualitatively consistent with certain observations.