A novel type of self-sharpen tungsten alloy (SSTA) was fabricated with the design of matrix elements. The microstructures and properties of the SSTAs were studied. The results show that the dynamic compression strength of the SSTAs are higher than that of the conventional tungsten alloys (WHAs), and the failures of SSTAs appear as the form of splits along the loading direction without any visible plastic deformation under the condition of dynamic compression. The special failure mechanism is beneficial to the improvement of the SSTA ability to self-sharpen during ballistic tests.