In this paper we present possibilities of increasing the depth of penetration through a steel plate by using segmented kinetic energy penetrators. Conclusions about the possibilities of increasing the penetration depth were formulated based on the critical review of the literature, simulations, and firing test results. A new concept called “forced segmented penetration,” where applied penetrator is composed of two tungsten alloy pieces connected by a screwed steel muff, is presented in this paper. The axial deformation of the connecting muff during the penetration process results in a decrease in the distance between tungsten segments. For this reason the rear segment can hit the front segment to give it some additional kinetic energy, enhancing the penetration depth. Such type of segmented penetration phenomena was not presented earlier. The numerical analyses of the segmented penetrator of the new design are presented in this paper.