Two kinds of chamber structures were designed to improve the penetration stability of plasma jet in the working fluid. They are the cone-truncated chamber with an inclined wall structure and the stepped-wall chamber with an abrupt expanding structure. Based on the experiment, the penetration characteristics of plasma jet in liquid were investigated by the numerical calculation, especially the multiphase flow field structure and the jet penetration stability. In the cone-truncated chamber, the arc-like pressure wave does not evolve into the plane wave like the wave evolution rule in the traditional cylindrical chamber, and an alternating structure of arc-like wave and the plane wave is formed in the stepped-wall chamber. The stability control of stepped wall is more significant than that of inclined wall because the low-pressure vortex formed at the corner of step enhances the radial induction effect. Besides, the stepped-wall structure can restrain the moving randomness of the big vortex's core. The axial expansion speed of plasma jet in the ambient fluid is decreased exponentially and the speed estimation formula was obtained in this work.