i am conducting a research, there are two mediators that are parallel to each other, the point is when i run correlation analysis, these two mediators also show correlation with each other, is there any method for conducting mediation analysis in spss that could consider this correlation as well?
Welcome to the site!
Yes: what you describing is a parallel mediation model. SPSS does not have a pre-programmed function for testing parallel mediation models. However, Andrew Hayes has a well-known and freely-available SPSS macro, called "PROCESS" that makes it quite easy to test these kinds of models, and many other types of mediation, moderation, and conditional process models--you can find it here.
If this is your first time conducting this kind of analysis, I highly recommend his book (Hayes, 2013, see here), as it does a nice job of presenting accessible examples of how to conduct, interpret, and report on these types of analyses.
Hayes, A. F. (2013). Introduction to Mediation, Moderation, and Conditional Process Analysis: A Regression-Based Approach. New York, NY: Guilford Press.