GH3128 and 06Cr19Ni10 which are mainly used in water wall of flight vehicle engine are joined together by laser penetration welding. The relationships between welding parameters and welding appearance and cracks are mainly researched. The reason of weld cracks is analyzed. A appropriate welding craft is summarized. The following conclusions are obtained. The continuous laser welding is better than pulse laser welding in terms of welding appearance and welding process stability. If the gap between the two metals is too big, the surface of the welding seam will collapse. The GH3128 plate may crack if the laser power is too high, or if the laser beam deviate from the centre. The welded specimen which contains 41 weld seams preform well at the hydrostatic test (10 MPa, 5 min).