In order to develop a tandem warhead that can effectively destroy concrete targets, this paper explores the penetration performance of shaped charges with different cone angles and liner materials into concrete targets by means of experiments. The penetration process and the destruction mechanism of concrete targets by shaped charges and kinetic energy projectiles are analyzed and compared. Experimental results suggest that both kinetic energetic projectile and shaped charge are capable of destroying concrete targets, but the magnitudes of damage are different. Compared with a kinetic energy projectile, a shaped charge has more significant effect of penetration into the target, and causes very large spalling area. Hence, a shaped charge is quite suitable for first-stage charge of tandem warhead. It is also found that, with the increase of shaped charge liner cone angle, the depth of penetration decreases gradually while the hole diameter becomes larger. Penetration depth with copper liner is larger than of aluminum liner but hole diameter is relatively smaller, and the shaped charge with steel liner is between the above two cases. The shaped charge with a cone angle of 100 • can form a jet projectile charge (JPC). With JPC, a hole with optimum depth and diameter on concrete targets can be formed, which guarantees that the second-stage warhead smoothly penetrates into the hole and explodes at the optimum depth to achieve the desired level of destruction in concrete targets.