Ultra-luminous infrared galaxies (ULIRGs) are the most luminous and intense starburst galaxies in the Universe. Both their star-formation rate (SFR) and gas surface mass density are very high, implying a high supernovae rate and an efficient energy conversion of energetic protons. A small fraction of these supernovae is the so-called hypernovae with a typical kinetic energy ~1e52 erg and a shock velocity >=1e9 cm/s. The strong shocks driven by hypernovae are able to accelerate cosmic ray protons up to 1e17 eV. These energetic protons lose a good fraction of their energy through proton-proton collision when ejected into very dense interstellar medium, and as a result, produce high energy neutrinos (