The characteristic parameters of double layer liners explosively formed penetrators(EFP) warhead with different charge structures were obtained by using LS-DYNA software. Liner material density, radius of liner curvature, liner thickness ratio and aspect ratio of L/D (the length/diameter) and density of charge were also investigated by the grey system theory. Based on the results, double layer liners EFP warhead with different structures were designed and penetration experiments were also carried out. Results show that double layer liners EFP warhead can effectively break down about 0.67 times of the charge diameter with the liner thickness ratio of 1.33, which is about twice penetration depth compared with EFP in the same shape charge structure. Penetration depth of Cu-Cu double layer liners warhead and Cu-Fe double layer liners warhead is at roughly the same level but perforation shape made by Cu-Cu double layer liners warhead is approximate in circle shape.