At each time $n\in\mathbb{N}$, let $\bar{Y}^{(n)}=(y_{1}^{(n)},y_{2}^{(n)},\cdots)$ be a random sequence of non-negative numbers that are ultimately zero in a random environment $ξ=(ξ_{n})_{n\in\mathbb{N}}$ in time, which satisfies for each $n\in\mathbb{N}$ and a.e. $ξ,~E_ξ[\sum_{i\in\mathbb{N}_{+}}y_{i}^{(n)}(ξ)]=1.$ The existence and uniqueness of the non-negative fixed points of the associated smoothing transform in random environments is considered. These fixed points are solutions of the distributional equation for $a.e.~ξ,~Z(ξ)\overset{d}{=}\sum_{i\in\mathbb{N}_{+}}y_{i}^{(0)}(ξ)Z_{i}(Tξ),$ where when given the environment $ξ$, $Z_{i}(Tξ)~(i\in\mathbb{N}_{+})$ are $i.i.d.$ non-negative random variables, and distributed the same as $Z(ξ)$. As an application, the martingale convergence of the branching random walk in random environments is given as well. The classical results by Biggins (1977) has been extended to the random environment situation.