Abstract: There exist some difficulties if the general Monte Carlo method is used for the deep penetration problem. In this paper,a new small region method in Monte Carlo calculation for the deep penetration problems is proposed. Based on this,two kinds of the small region methods are given, namely, the small region method for the plane geometry and the small region method for the spherical geometry. The practical calculation by examples indicates that the small region method is better and feasible. In this way, the difficalty of the general Monte Carlo method for solving deep penetration problem is overcome.