Abstract: The composite protective structure consists of a shield layer, a distribution layer, and a structure layer. Compared with traditional monolithic protective structure made of high strength materials, the composite protective structure is more economical and effective to resist the combined penetration and explosion of earth-penetrating weapons. To establish a design method for composite protective structures against combined penetration and explosion, the integrated design concept and process were first proposed based on the protective requirements of shield layer, distribution layer, and structure layer. Subsequently, a high-fidelity numerical simulation method was established and validated to analyze the resistance of composite protective structures against combined penetration and explosion. Furthermore, a composite protective structure was designed against the penetration of a 105 mm projectile and explosion of 7 kg of HMX explosive as example. The results indicated that shield layer is non-perforated and the load transmitted to the structure layer attenuated by distribution layer is less than local dynamic bearing capacity of structure layer, so the composite protective structure can meet the protective requirements by using the proposed design method. Finally, under the constraints of equal combined penetration and explosion and thickness of each layer, comparative analysis was conducted on the dynamic response and damage of composite protective structures consisting of three types of shield layers—normal strength concrete (NSC), ultra-high performance concrete (UHPC), and corundum rubble concrete (CRC), and two types of distribution layers—C3 foam concrete and sand. The results indicated that: (1) The NSC shield layer is perforated by projectile and the peak reflected stress at the top of structure layer in “UHPC shield layer + sand distribution layer + NSC structure layer” composite protective structure is larger than local dynamic bearing capacity, both fail to meet protective requirements; “UHPC/CRC shield layer + C3 foam concrete distribution layer + NSC structure layer” exhibit localized yielding at the bottom of distribution layer, with peak reflected stresses at the top of structure layer is less than local dynamic capacity, both meet protective requirements. (2) The compression ratios of the distribution layers in both “UHPC shield layer + C3 foam concrete/sand distribution layer + NSC structure layer” are similar (approximately 30%), but the peak stresses at both the top and bottom of C3 foam concrete distribution layer are only 16% and 13% of those in the sand distribution layer. The impedance mismatch effect of composite structure with C3 foam concrete distribution layer is more pronounced than sand distribution layer `and exhibits better wave attenuation performance. (3) The “CRC shield layer + C3 foam concrete distribution layer + NSC structure layer” exhibits the best resistance against combined penetration and explosion, with penetration depth in shield layer, as well as compression ratio, peak stress and strain at the top, and peak strain at the bottom of distribution layer are 87%, 29%, 55%, 47%, and 21% respectively of those in the corresponding UHPC shield layer configuration.