By analyzing characteristics of the kinetic energy consumption of single Al-plate and double-wall structure of Al-plate, which were just subjected to dynamic impact effect of an Al-sphere, the protection performance of the double-wall structure against the impact effect of high velocity projectiles is investigated in terms of the critical impact kinetic energy for the failure of the single Al-plate by the impact conditions that the projectile sphere was broken or not when it hit. Meanwhile, the experimental verification of the protection performance of the typical protective structures is carried out. Results show that the critical impact kinetic energy causing the single Al-plate to failure is approximately constant for a certain thickness of the plates. After penetrating the first wall, the residual kinetic energy of the projectile is proportionally reduced from the initial impact kinetic energy for the case of double-wall structure of Al-plate. In the range of impact velocities corresponding to the occurrence of shot fragments, the greater in diameter of the subsequent projectile fragment might cause the perforation failure of the rear wall of the double-wall structure of Al-plate, thus which should possessed the greater proportion of the sum residual kinetic energy of the total fragments in the secondary debris cloud.