Many complex factors should be considered for fragmenting warhead structure design. To rationalize the relationship between various levels in design of warhead and improve performance of missile, the power of the warhead and missile motor performance were taken into account in comprehensive. Power radius of the warhead, weight of the missile were used to replace power of warhead and missile motor performance and the bi-level programming model of the warhead structural parameters optimization design was established. To avoid the process of solving the model into local optimum, simulated annealing algorithm was adopted to solve the model. At last, the example was used for optimal warhead structural parameters and validity of the model and algorithm was proved.