The penalty function upwind finite element method was described in this paper for the diffusive convection problem in temperature and salinity double diffusive system. With good stability and two-order accuracy, the method was directly employed to original equations, and tested in a square cavity with constant lateral heating. Numerical simulation was achieved with distribution of stream function, temperature and concentration isocontours under thermal Raleigh number Re=106 and the thermal buoyancy ratio covering the range of N=1, 3, 5, 7. Meanwhile, the effects of N and the adiabatic baffle to the fluid field were also discussed.