The tungsten square fragments were accelerated to high speed of 2.2 km/s by two-stage light gas gun to penetrate the multi-layer aluminum target. According to the analysis on the damage and destroy of the targets,the difference of penetration capability of these alloys was obtained. The test indicates that as-forged 97 tungsten alloy has the best penetration capability, but the penetration capability of as- vacuumed 97 tungsten alloy has no obvious advantage over that of 93 tungsten alloy and 95 tungsten alloy. The penetration mechanism of as-forged 97 tungsten alloy is different from that of the other tungsten alloys, in which adiabatic shear failure and self-sharpening occur during the penetration process.