In view of the reliability design-related issues, a comprehensive robust design method which considers reliability allocation is proposed. According to the failure frequency information provided by a machine tool factory, the spindle system of lathe is selected to conduct failure mode and effects analysis (FMEA). Based on FMEA nonlinear third-order correction conversion function, by considering the correlation of failure mode, failure frequency and failure severity, a reliability allocation method of tandem system by Gumbel copula function is established. The reliability allocation method combines the Kendall τ correlation failure coefficient to obtain the reliability of each subsystem and then uses the Edgeworth series method of the fourth-order moment theory and the reliability of the subsystem obtained from the reliability allocation to optimize the important part of the subsystem. Take the lathe spindle system as an example. When t=500 h and the reliability of the spindle system is 0.999, the reliability allocation results of each subsystem with and without the correlation are calculated according to the proposed method. It is found that the reliability allocation value of each subsystem is lower than when correlation is not considered. This reflects the superiority of the method of considering failure correlation. Then, considering the reliability allocation results, the reliability robust design optimization of computer numerical control machine tool spindle is carried out, and the sensitivity analysis of the results is carried out. This method is based on the actual data of machine tool factory and comprehensively considers the integration of mechanical systems and the correlation between subsystems, and reduces the sensitivity of the variables to the maximum extent under the condition of the reliability of the subsystem. So, parts and overall system robustness are improved.