A study of the depth of jet penetration (or depth of cut) in abrasive waterjet (AWJ) cutting of alumina ceramics with controlled nozzle oscillation is presented and discussed. An experimental investigation is carried out first to study the effects of nozzle oscillation at small angles on the depth of cut under different combinations of process parameters. Based on the test conditions, it is found that nozzle oscillation at small angles can improve the depth of cut by as much as 82% if the cutting parameters are correctly selected. Depending on the other cutting parameters in this study, it is found that a high oscillation frequency (10-14 Hz) with a low oscillation angle (4-6o) can maximize the depth of cut. Using a dimensional analysis technique, predictive models for jet penetration when cutting alumina ceramics with and without nozzle oscillation are finally developed and verified. It is found that the model predictions are in good agreement with the experimental results with the average percentage errors of less than 2.5%.