High-pressure jet is widely used in all aspects due to its kinetic and dynamic behaviors. Jet drilling is one of the important applications of high-pressure jet technology in drilling engineering. Based on the equilibrium between the impact pressure and the confining pressure of the liquid flow formed at the external boundary of the jet, the external boundary of the jet is redefined, a model demonstrating the effects of confining pressure on the cross section shape of the jet is established, and the calculation model for impact pressure of jet under confining pressure is also set up. Through example calculation and analysis, the rules governing the effects of confining pressure on external boundary shape of jet is concluded, such as the impact pressure of the jet exerted on the work face when the jet action is constant will decrease remarkably with the increase of the confining pressure, when the confining pressure increases to a certain value, it has more effects on the impact pressure of the basic section of the jet than on that of the initial section of the jet, and higher drilling fluid density will, to some extent, help to reduce the effects of confining pressure on well bottom jet, etc. These concluded findings are significant for understanding the jet properties under the high confining pressure in deep wells, and improving the jet drilling theory.