In order to further improve the penetration power, a kind of rod type circumferential multiple explosively formed projectile warhead was designed. By using numerical simulation, warheads with different outer linings parameters were researched and the influence of outer lining on the initial velocity distribution and projectile forming of liners on was analyzed. The simulation results illustrated that by optimizing the configuration parameters of outer linings, the velocity gradient of liners could be controlled, and then the shape of the formed projectile could be controlled. Finally, the designed warhead could form dense rod projectile with the draw ratio of 4: 1 and the projectile could penetrate 30mm thick 45 steel. The results showed that the shapes of the formed projectile could be controlled by arranging paster on the outer side of the linear.