In order to solve the problem that it is difficult to determine the explosion position of the penetrating warhead after it explodes inside buildings and other targets, a method for predicting the explosion position based on the over pressure test data of blast shock wave was proposed. Based on the law of shock wave propagation velocity and attenuation of shock wave over pressure, the mathematical model of shock wave arrival time and propagation distance were established, and the least square solution of over-determined nonlinear equations was converted into the extreme solution of unconstrained multivariate nonlinear function, and the fminsearch function of MATLAB software was used to calculate the coordinates of the explosion position. The results of calculation and measurement were compared with those of real explosion test data. The results show that the method is feasible, and its terminal daynamis velocity is less than 476.42 m/s, the its predication deviation for warhead explosion point is within 1.5 m.