In this paper, the basic theories of the Self-excited Oscillation Pulsed Jet Nozzle (SEOPJN) invented by the authors are introduced. Then, some experimental results are shown. According to the results, using tricorn bits assembled the SEOPJN to drill oil well, the rate of penetration (ROP) increases by 8% - 77%, and the rate of the footage for tricorn bit increases by 6.7% - 44%. Although the test was conducted in the water, good result was got in nature gas transportation. The volume of gas transportation could be increased by the Self-excited Oscillation Pulsed generator while the gas pressure drop could be decreased, since it significantly reduced the pressure loss during gas transportation.