Under explosive loading, a tensile stress wave is a main cause to induce spalling collapse of concrete protective structures. The tensile strength of material is a most important parameter to be considered in structural design against the collapse under explosion. How to reduce the strength of tensile stress wave is a key problem for underground protective structure designers to solve. Formulations, that are often used currently to describe the minimum deepness of underground protective structure against spalling collapse, were deduced based on many assumptions for simplification. The structural characteristics, the propagation of shock waves and material dynamic properties are not considered in these formulations. Thus, they are not valuable to analysis precisely the protective structures against explosion, so that they must be improved.In this paper, dynamic properties of concretes and their steel fiber reinforced concretes and the collapse behavior of underground structures subjected to explosive loading are studied. The experimental results show that the anti-collapse capability of an underground structure with high strength concrete C100 is poorer than that of normal concrete C40. And the strength of reinforced concrete by 2 % steel fiber fraction in volume obvious increases and its anti-collapse (spalling) capability is also largely enhanced. However, the difference of the anti-collapse (spalling) capability between reinforced C100 concrete and reinforced C40 concrete with same steel fiber fraction is very small. Furthermore, the dynamic mechanism of anti-collapse design of underground structures subjected to explosive loading has been investigated also in this paper by using one-dimensional stress wave theory. The analysis represents that "sandwich composite structure"  can obvious increase the anti-collapse strength of underground protective structures subjected to explosive loading.