Most of the existing important defense works are built underground, and their protection depends on the composite structure of rock formations and concrete. It is of great significance to study the mechanical response of the projectile and target of such structures during penetration. In this paper, aiming at the penetration of multi-media composite targets by kinetic energy weapons with a large aspect ratio, the anti-penetration mechanism of the composite structure of the targets and the dynamic response laws of the projectiles are studied.The anti-penetration abilities of homogeneous medium targets and composite structure targets are compared, and the influences of eccentricity and angle of attack on the deflection and deformation of projectiles in composite targets are emphatically discussed. The results show that the failure mode of the composite structure target is different from that of the homogeneous medium target, and the interface of the media has an impact on the structural failure. The rock-concrete composite structure target has better anti-penetration ability compared with the homogeneous concrete target. Affected by the interface of the media, the eccentricity will lead to the deflection of the projectile and even trigger asymmetric plastic deformation. The research results of this paper can provide references for the design of protective works and the design of the projectile structure, and have certain engineering value.