We show that the quality of the underwater imaging can be effectively improved by utilizing the computational ghost imaging (CGI) scheme with shaped Lorentz sources. The formula for the point-spread function in the underwater CGI system with a shaped Lorentz source is derived theoretically, and numerical examples are given to see how the CGI quality can be affected by the oceanic turbulence, including the rate of dissipation of mean-square temperature, the rate of dissipation of turbulent kinetic energy per unit mass of fluid, and the relative strength of temperature salinity fluctuations, as well as the modulation factor of the shaped Lorentz source. In addition, the relative mean square error is applied to quantitatively evaluate the quality of the recovered images in our underwater CGI system. Compared with the widely used Gaussian source, our results show that the long-distance underwater CGI quality can be greatly enhanced by properly adjusting the modulation factor of the shaped Lorentz source, owing to its almost non-diffracting property. Therefore, our proposed method may be useful for the real application in the long-distance underwater imaging.