Polymer materials have important applications in the4 terminal effect and damage by shaped-charge warheads. However, the low strength of pure PTFE materials reduces the penetrability of the expansive jet from these warheads, hindering its application. This study improves the strength of pure PTFE material by adding Cu powder to the shaped-charge liner. Three types of PTFE/Cu composites with different densities are prepared. The effect of increasing the density on the performance of an expansive jet is studied by a dynamic mechanical property experiment, microscopic analysis, numerical simulation, and a penetration experiment. The results show that the toughness and impact strength of the PTFE/Cu composites improve when 18–50.5% Cu is added. The strength of the composite increases linearly with the increase in Cu content. Numerical simulations and X-ray pulse experiments reveal that the addition of Cu powder enhances the cohesiveness of the head of the expansive jet. The jet head becomes more cohesive as the Cu content is increased. However, the length and diameter of the jet become smaller. The jet can create a deeper hole in the steel target and increase damage as more Cu is added to the liner.