In　this　paper,　we　propose　a　new　partial　correlation,　the　so-called　composite　quantile　partial　correlation,　to　measure　the　relationship　of　two　variables　given　other　variables.　We　further　use　this　correlation　to　screen　variables　in　ultrahigh-dimensional　varying　coefficient　models.　Our　proposed　method　is　fast　and　robust　against　outliers　and　can　be　efficiently　employed　in　both　single　index　variable　and　multiple　index　variable　varying　coefficient　models.　Numerical　results　indicate　the　preference　of　our　proposed　method.