Dynamic response of rocket projectile structure with abnormal penetration was analyzed by numerical simulation; the result can provide the basis for the design of the self-destructive threshold of rocket projectile. The finite element analysis model of type rocket projectile structure was built by TrueGrid. In view of two cases which are whole projectile penetration without motor's normal separation or penetration of warhead with guidance cabin and successful motor separation but without deceleration parachute's successful opening, dynamic response of projectile structure was obtained by numerical simulation. The research result provides the basis for the design of the self-destructive threshold of rocket projectile, the research method provides the reference for related research.