A new tungsten heavy alloy with hybrid structure was manufactured for the kinetic energy penetrator. The tungsten heavy alloy is composed of two parts: core region is molybdenum added heavy alloy to promote the self-sharpening; outer part encompassing the core is conventional heavy alloy to sustain severe load in a muzzle during firing. The fracture surfaces of the specimen is observed after ballistic tests. The core region revealed brittle behavior with W/W inter-granular fracture which activates self-sharpening. On the other hand, outer part exhibited conventional ductile fracture mode. From ballistic test, it was found that the penetration performance of the hybrid structure tungsten heavy alloy is higher than that of conventional heavy alloy. This heavy alloy is thought to be very useful for the penetrator in the near future.