A new hardening non-Gaussian model based on Zhao and Lu model was proposed, by comparative analysis of the Winterstein's hardening model, and Ding and Chen model. Skewness error and kurtosis error of the new hardening non-Gaussian model are smaller than the existing hardening response models. The maximum Skewness error and kurtosis error is 0.311, 0.479, respectively. It is indicated that the proposed new hardening non-Gaussian model has good accuracy. At the same time, the proposed model extended the application range of the Zhao and Lu model. Finally, the new hardening non-Gaussian model was applied to simulate the hardening non-Gaussian processes, and Monte Carlo simulation method for the first passage probability of hardening structural responses was developed. Numerical example show that the proposed method has good precision for estimating the first passage probability of hardening structural responses. The long-span roof of Hanzhou New Train Station and the aqueduct of South to North Water Transfer Project were given for illustrating the use process of the proposed method.