In this study, the flow and heat transfer characteristics of a liquid jet impinging on cylindrical cavity heat sinks with a local body heat source were numerically investigated. The Transition SST turbulence model was validated and adopted. The parameters of structure and flow, including d/D = 2, 3, and 4, h/D = 0.05, 0.10, 0.15, and 0.20, and Re = 5,000, 10,000, and 23,000, were investigated. The results revealed that the adoption of a cylindrical cavity structure can improve the heat transfer capacity of the heat sink. A horseshoe vortex introduced by an inclined jet near the cavity edge region improved the heat transfer performance. The maximum enhancement of the cylindrical cavity heat sink was 11.8% compared with the flat plate heat sink when d/D = 3, h/D = 0.15, and Re = 23,000.