Nowadays, supply chain management (SCM) is one of the most popular and intensively developed areas of applied mathematics. The necessity of studying and modelling the processes of interaction between the manufacturer, suppliers, and final purchasers of products requires such mathematical tools as game theory and applied statistics. Like many earlier works, the presented paper considers a model of the supply chain with one manufacturer and two retailers. The game-theoretical approach is applied to design and study two echelon supply chain model with market search behavior and dependent demands of customers. At the same time, retailers play Cournot game. Retailers’ demands supposed to be mutually dependent random variables which joint distribution is assumed to be known. Constructive method to find Nash Equilibrium in pure strategies for two-echelon supply chain model with market search behavior of retailers and dependent demands of customers is proposed.