Passive protective armor is reliable and cheap, and is favored by many armored weapons and equipment. However, reports on metal-liquid composite armor are not sufficient and systematic. Based on the shaped charge jet (SCJ), the anti-penetration capabilities of water filled aluminum alloy cell structure were studied. The hourglass cell structure (HCS) was designed according to the shock wave propagation characteristics in liquid, and the expansion-convergence cell structure (E-CCS) was derived. Based on the virtual origin theory, the residual tip velocity of jet after SCJ penetrated the cell structure was calculated. According to the theory of supersonic disturbance propagation, the Mach cone half angle of SCJ shock wave propagation in liquid was defined and corrected. The propagation and reflection behavior of shock wave were discussed to analysis the radial convergence of liquid. Via the Van Leer Arbitrary Lagrangian Euler finite element simulation model verified by experiments, the simulation studies of SCJ penetrated the circular cell structure (CCS), HCS, E-CCS and convergence/expansion multi-cell structure were performed. The results show that HCS has better effect of interfering with SCJ than that of CCS and E-CCS. An important discovery is that when the liquid composite multi-cell structure is penetrated by SCJ, the attacked cell will not affect other cells due to the shock wave has been trapped in a single cell.