A linearly implicit difference scheme for the space fractional coupled nonlinear Schrödinger (CNLS) equation is proposed. The resulting coefficient matrix of the discretized linear system consists of the sum of a complex scaled identity and a symmetric positive definite, diagonal-plus-Toeplitz, matrix. An efficient block Gauss-Seidel overrelaxation method (BGSOR) method has been established to solve the discretized linear system. It is worth noting that the proposed method solves the linear equations without the need to any system solution, which is beneficial for reducing computational cost and memory requirements. Theoretical analysis implies that the BGSOR method is convergent under a suitable condition. Moreover, an appropriate approach to compute the optimal parameter in the BGSOR method is exploited. Finally, the theoretical analysis is validated by some numerical experiments.