Short-range anti-missile plays an important part in warship defense and the naval gun is the main means of short-range anti-missile. The damage of the small caliber naval guns to anti-ship missile was taken as the research direction and the damage mode of the damaged anti-ship missile was analyzed. Considering essential damage factors of the hit missile and on the basis of the traditional research in which hitting probability was taken as damage effect, the vulnerability function model of anti-ship missile was put forward. On the basis of that, the damage of the small caliber naval guns to each part of anti-ship missile was modeled and analyzed. The research offers theory reference to effectively appraise the damage effect of each part and the whole anti-ship missile.