In order to solve the problem of how to calculate the penetration probability of cruise missile, the penetration probability model of cruise missile is established. The penetration process of cruise missile is considered as Markov chain whose time space and state space are both dispersed in a certain period of time. Then it is used one-step transfer probability Matrix to calculate the remaining probability of cruise missiles when they breaking through each defense. And finally the model is validated through an actual example. The results show that the model can reduce penetration probability of the cruise missile and improve interception probability of the air defense group for strategic points. It is significant for improving the security of strategic points.