The evolvement of rock damage struck by a highpressure water jet is characterized by nonlinear properties, thus making it a complicated dynamic problem. Based on a nonlinear finite element and elasticplasticity theory, a computational model was established. The dynamic load striking the rock by a highpressure water jet was simulated by the dynamic contact method. Furthermore, the propagation of a stress wave in the same rock was simulated at different impact velocities. The results show that the propagation velocity of a stress wave is proportional to the impact velocity of the highpressure water jet. The effects of a stress wave in sandstone and coal impacted by highpressure water jets of the same velocity were simulated.The effect of a stress wave in coal was stronger than in sandstone, while the region of propagation of stress wave in coal was smaller.