Perforating with an abrasive water jet (AWJ) has some advantages over conventional perforation methods, such as larger hole diameters, no crushed zone, etc. Many investigations have been conducted on such jet perforations without ambient pressures. This paper presents the experimental results of perforation with AWJs under ambient pressures to simulate practical conditions. The authors designed a new container that is able to stand 20 MPa in order to lay the casing and natural limestone samples. In the experiments, we changed the nozzle pressure drop, nozzle diameter, standoff distance, blasting time, and ambient pressure, etc., to test their influences on the perforation depth and the time to penetration of the casing. The results show that two parameters, nozzle pressure drop and diameter, are the critical factors affecting the perforation depth. That is, the depth will increase with the pressure drop and diameter going up. But the standoff distance and ambient pressure have little effect on the depth within the range of this experiment. In addition, the casing can be penetrated normally in less than 1 min. Such results prove that abrasive water jet perforation can be used in deep wells. This research also can provide a practical reference when performing AWJ perforating operations, especially in the hydrajet multistage fracturing technology extensively applied in limestone reservoirs in recent years.