Numerical simulations were conducted to investigate the penetration process of single and double fragments produced by a typical missile warhead into the liquid-filled cabin. The penetration process was defined as five typical stages. The velocity attenuation of the fragments, the response of the inner plate and the synergistic effect of the shock waves induced by double fragments in the liquid-filled cabin were analyzed. The results indicate that the shock wave and local pressure are the main loads endured by the inner plate of the liquid-filled cabin. There is an apparent synergistic effect of the shock waves in the liquid-filled cabin penetrated by double fragments, and the position of the high shock-wave pressure region is related to the space between fragments. The shock-wave pressure peak resulted from the impact of the double fragments and the pressure endured by the inner plate are two times higher than those in the case of the single fragment.