The Fluid-Structure Interaction (FSI) effects are of great importance for many multi-physical problems in academic researches as well as in engineering sciences. Various types of numerical simulation approaches may be used to investigate the FSI problems in order to get more reliable conception and to avoid unexpected disasters. In this work, the fluid sub-domain is simulated by a hybrid mesh-less method (SPH-ALE), and the structure is discretized by the Finite Element (FE) method. As the fluid is considered as a set of particles, one can easily track the fluid structure interface. An energy-conserving coupling strategy is proposed for transient fluid-structure interaction problems where different time integrators are used for each sub-domain: 2nd order Runge-Kutta scheme for the fluid and Newmark time integrator for the solid. By imposing a normal velocity constraint condition at the interface, this proposed coupling method ensures that neither energy injection nor energy dissipation will occur at the interface so that the interface energy is rigorously zero during the whole period of numerical simulation. This coupling method thus ensures that the coupling simulation shall be stable in time, and secondly, the numerical simulation will converge in time with the minimal convergence rate of all the time integrators chosen for each sub-domain. The proposed method is first applied to a mono-dimensional piston problem in which we verify that this method does not degrade the order of accuracy in time of the used time integrators. Then we use this coupling method to investigate the phenomena of propagation of shock waves across the fluidstructure interface. A good agreement is observed between the numerical results and the analytical solutions in the 1-D shock wave propagation test cases. Finally, some multi-dimensional examples are presented. The results are compared with the ones obtained by other coupling approaches.