In order to deeply understand the complex interdependent systems, it is of great concern to take clustering coefficient, which is an important feature of many real-world systems, into account. Previous study mainly focused on the impact of clustering on interdependent networks under random attacks, while we extend the study to the case of the more realistic attacking strategy, targeted attack. A system composed of two interdependent scale-free networks with tunable clustering is provided. The effects of coupling strength and coupling preference on attack vulnerability are explored. Numerical simulation results demonstrate that interdependent links between two networks make the entire system much more fragile to attacks. Also, it is found that clustering significantly increases the vulnerability of interdependent scale-free networks. Moreover, for fully coupled network, disassortative coupling is found to be most vulnerable to random attacks, while the random and assortative coupling have little difference. Additionally, enhancing coupling strength can greatly enhance the fragility of interdependent networks against targeted attacks. These results can not only improve the deep understanding of structural complexity of complex systems, but also provide insights into the guidance of designing resilient infrastructures.