Affected by tectonic, there are problems of complex geological conditions, large inclination, multiple pressure systems coexisting and high mudstone content in Horgos anticline, frequent complicated accidents seriously restricted the oil and gas exploitation and development process in this area. Based on the analysis on logging data, ground breaking experimental data and complicated well drilling and completion situation, the setting position was determined for 4interval casing program of deep exploration well in Horgos anticline, and aiming at high complicated accident rate in Anjihaihe formation, by using high density oil-based drilling fluid, mudstone hydration was inhibited to realize safe drilling. The optimized casing program was applied in deep exploration well H11 in Horgos anticline, drilling was carried out under the pressure of Anjihaihe and Ziniquanzi formations for the first time, it took 5.5 days to penetrate Anjihaihe formation without well leakage. This successful application not only provides the basis for the design of the casing program of the deep exploratory well in the area, but also provides guidance for subsequent conventional casing program with 4 sections changed to be 3 sections.