The cavity building by water jet is the important way of coal bed methane well completion. In order to optimize the nozzle for water jet tools to enlarge cavity diameter and improve cavity building efficiency, the similar coal samples were prepared, rock breaking effects were tested by continuous jet and cavitating jet in laboratory and the application was carried out in the field. The results showed that under the condition of free jet, the best rock breaking effects were at jet distance of 200mm and 300mm for continuous jet and cavitating jet respectively. Under the condition of submerged jet, the continuous jet could not erode the coal sample; the eroding diameter of cavitating jet increased first, then decreased tending to be stable; and when the submerged depth was 200mm, the eroding diameter reached the maximum. The eroding depth increased with the increase of submerged depth; by the submerged depth of 300mm, the eroding depth was tending to be stable and decreased slowly. This research provides the basis for nozzle selection and optical design of water jet tools.