The possibility to increase the depth of penetration of high-velocity research probes into soil targets due to imparting an additional jet thrust impulse to them during the penetration is considered. The analytical solution to a problem of non-deformable penetrator movement in the resisting matter is derived on the assumption about instantaneousness of a jet impulse action and with the use of the empirical law of target resistance. Within this problem, the optimum moment of time of the jet impulse delivery and the optimum Tsiolkovsky's number are determined, at which the maximum increase in penetration depth is ensured.