Based on the explosion test of concrete masonry wall, the failure mechanism of concrete masonry wall and the protective performance of the masonry wall strengthened with polymer sheet were analyzed. The results show that the dangerous cross sections of the masonry wall are located in its mid-span and its upper and lower part. When the peak pressure of explosive loading does not exceed 0.385MPa, the blocks detaching from the wall and launching into the building are less, which should not be strengthened with polymer sheet. When the peak pressure exceeds 0.385MPa, the number of the blocks detaching from the wall increases with the peak pressure increasing, and the flying speeds up too, and all this would led to more danger to the person and establishment within the building, so the wall should be strengthened. When the peak pressure does not exceed 0.95MPa, polymer sheet can effectively work and hinder the cracked masonry block. When the peak pressure exceeds 0.95MPa, polymer sheet would be broke under the strain at the anchorages, and launched into the building with the broken wall, so the cable-membrane protective system should be installed to enhance the safety. And the safe protection distance of the concrete masonry wall strengthened with polymer sheet were proposed, which could provide a reference for design.