For special requirements of penetrating rock, we have developed a shaped charge jet device, from which a rather uniform and wide jet can be generated. The mass of shaped charge explosive is less than 2.5kg. The profile and velocity of the jet are measured with an X-ray technique. We have simulated the formation and penetration process of the jet with a 2-D HELP code, which provides important reference data in designing the shaped charge. A series of penetration tests into rock at different strengths has been carried out. The penetration tests to the rock with a strength about 600kg/cm2 show that the average diameter of the hole entrances is 63.5 mm; the average penetration depth of the holes with internal diameters of more than 35 mm is about 1311 mm, the average total penetration depth of the holes is 1531 mm; the coning of the holes are less than 1.4 %. All the results of the tests indicate good penetrating performance. Additionally, we have designed an explosively formed projectile (EFP) testing device with the explosive of 450g, a liner of 150g and 60mm-diameter. Performance tests and experiments of penetrating multilayer steel plates have been conducted. The EFP penetrates throughout the whole steel target that consists of five layers of 6-mm-thick A3 steel plate spaced in a range of two meters. The diameters of penetrating holes range from 41mm to 46mm. The mass of EFP recovered behind the target is about 98g.