In this paper, the principle, advantages and disadvantages of laser cutting and abrasive water jet cutting are briefly described, and then a method of water jet assisted laser composite machining is mentioned. The water jet continuously impacts the surface of the workpiece to reduce the surface temperature and wash away the slag, reducing the thermal damage of laser processing. However, this machining method has higher requirements on the working position of laser and water jet. Most of the current experimental systems are independent laser and water jet at a certain angle, which makes it extremely difficult for them to maintain stable working position during the processing. According to this problem, in this paper, an integrated laser/water jet cutting head is designed that can work coaxially with the laser and water jet channels, and it uses the principle of thermal shock fracture to complete the cutting of materials, so as to obtain higher cutting accuracy. Finally, ANSYS software is used to simulate and analyze the temperature field in the machining process to verify the reliability of the machining system.