Owing to its advantages of high strength and low density, composite explosion containment vessel (CECV) can limit the scope of internal explosion shock wave, thereby reducing the damage to the surrounding environment and protecting human life and property. However, due to the complexity of the explosion process and related structure, the mechanism by which shock wave is induced on the inner lining of the explosion containment vessel (ECV) and the influence of the structural parameters of ECV on the reflection overpressure of the inner wall are not understood clearly. In this study, the characteristic of the internal explosion pressure load of a single-layer ECV is examined through experimental tests and simulations, and a three-dimensional mesoscopic model is established and verified. Furthermore, to solve the problem of the restricted explosion resistance of the single-layer ECV, a new steel plate-aluminum honeycomb-fiber cloth sandwich structure with sliding lining is proposed to design a multi-layer CECV. For the arrangement of fiber filaments, uniform distribution, random distribution, and honeycomb distribution algorithms are established based on Python language. Finally, a finite element model of the CECV is established, and a series of explosion simulations are conducted. The results indicate that the laying angle of the fibre cloth has no effect on the peak overpressure inside the ECV, and the ECV exhibits the best protective property when the laying angle of the fibre cloth is 0°/ 45°/ 90°/ 45°/ 0°. It is also observed that the steel plate-aluminium honeycomb-fibre cloth sandwich structure prolongs the action time of the explosion shock wave and greatly reduces the peak pressure in the CECV. Remarkably, for the weakest position of the tank, the strain for the multi-layer CECV under 3000 g TNT is even less than that for the single-layer ECV under 150 g TNT.