Dense wind of a massive star can be partially captured by a companion neutron star (NS) creating a very turbulent and magnetized transition region at some distance from the NS surface. We consider the consequences of electron and hadron acceleration at such a transition region. Electrons lose energy on the synchrotron process and the inverse Compton (IC) scattering of thermal radiation from the NS surface and/or the massive star. We calculate the synchrotron spectra (from X-rays to soft γ-rays) and IC spectra in the case of sources accreting the matter under the accretor and propeller scenarios. It is argued that a population of accreting massive binaries, recently discovered by the INTEGRAL observatory, can be detectable by the Fermi LAT telescope. On the other hand, TeV γ-ray emission from other class of massive binaries can be interpreted in terms of a magnetar accreting matter in the propeller scenario. We also calculate the expected neutrino event rates in a km2 detector produced by relativistic hadrons accelerated in such scenario.
