This paper is about the study on the non-stationary probability density function (PDF) solution of the non-linear ship rolling system under modulated periodic and random excitations. The quadratic and cubic damping terms are introduced to describe the non-linear damping moment and the power terms in state variables are adopted to describe the righting moment in the ship rolling system, respectively. The relevant Fokker–Planck–Kolmogorov (FPK) equation of the ship rolling system is constructed and the non-stationary probabilistic solutions are obtained by the presented solution procedure. In the solution process, the time variable t is introduced to the traditional exponential-polynomial-closure (EPC) method to obtain the non-stationary PDF solutions of the ship rolling system. The obtained non-stationary PDF solutions of the non-linear ship rolling systems demonstrate that the presented solution procedure can give high solution accuracy even in the PDF tails when they are compared with Monte Carlo simulation (MCS). Moreover, owing to the strong system nonlinearity and the interaction of the periodic excitation and random excitation, the achieved non-stationary PDF solutions of the system responses can deviate significantly from the Gaussian PDF. It is also found that the PDFs of responses are not even symmetrical about the means of responses due to the interaction of the periodic excitation and the random excitation even if the system only contains odd nonlinear terms. In addition, the computational efficiency is increased by over five hundred times by the presented solution procedure compared to MCS.