Magnetic skyrmions might be used as information carriers in future advanced memories, logic gates and computing devices. However, there exists an obstacle known as the skyrmion Hall effect (SkHE), that is, the skyrmion trajectories bend away from the driving current direction due to the Magnus force. Consequently, the skyrmions in constricted geometries may be destroyed by touching the sample edges. Here we theoretically propose that the SkHE can be suppressed in the antiferromagnetically exchange-coupled bilayer system, since the Magnus forces in the top and bottom layers are exactly cancelled. We show that such a pair of SkHE-free magnetic skyrmions can be nucleated and be driven by the current-induced torque. Our proposal provides a promising means to move magnetic skyrmions in a perfectly straight trajectory in ultra-dense devices with ultra-fast processing speed.