Combined load caused by blast impulse and fragmentation impact poses a synergetic damage threat to the protective structure. To improve the blast and ballistic impact resistance of Ultra-high molecular weight polyethylene (UHMWPE), polyurea coated Ultra-high molecular weight polyethylene structure was proposed, and the composite structures with different coating thickness and coating position were prepared. Composite projectiles formed by combining foam projectiles and steel projectiles were launched by light gas gun to simulate the combined load of explosion impact and fragmentation. Comparative experimental studies were carried out. The experimental results show that the polyurea layer has good elastic properties, preventing the excessive deformation of the PE layer. The polyurea coating position and the time interval of the combined load show significant influence on the impact resistance of the composite structure. When the load was relatively low, PE plate with polyurea coating on booth face has both the advantages of PE plate with coating on the front and back face, but when the load increased, the impact resistance potential of polyurea layer was not fully developed. With the increase of the combined load, structures with polyurea coating on the back face has a good resistance of combined impact.