A non-ordinary state-based peridynamics (NOSB-PD) model is proposed to simulate the projectile penetration into concrete targets. In this model, the Kong-Fang concrete material model recently proposed is firstly implemented into the NOSB-PD framework to describe the complex dynamic behavior and failures in concrete material subjected to penetration loading, and then an improved point-to-volume discrete frictional contact model is proposed to simulate the physical interaction between projectile and target. After the mesh-free discretization and explicit time integration, the proposed NOSB-PD model is used to numerically predict two sets of projectile penetration experiments into low-strength and high-strength concrete targets. And numerical predictions are found to be in good agreements with corresponding test data including penetration depth, projectile deceleration, deformation of projectile and failures in concrete targets.