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The O2–CaO jet with shrouding combustion flame demonstrates some advantages in quick melting and effective slag foaming by delivering lime powder deeply into the molten bath. Combining the discrete particle model and the eddy dissipation concept model with the detailed chemical kinetic mechanisms (GRI-Mech 3.0), computational fluid dynamics models of the O2–CaO jet with different shrouding fuel mediums injection were developed. Firstly, the results of the numerical simulation were validated by the measured data of cold test for O2–CaO injection. Then, the interaction between the particles and the gas jet of the O2–CaO jet and the effect of shrouding fuel medium species on the fluid flow characteristics of the O2–CaO jet were analyzed. Results show that the CaO particles can be effectively heated by the shrouding high-temperature combustion flame and compared with the O2–CaO jet without shrouding gas, the potential core length was increased about 2.5, 3.3 and 4.3 times by the shrouding flame generated from CO, CH4 and C3H8. And with shrouding CH4 and C3H8 injection, the CaO particles can be clustered together in a long distance, which would be helpful to improve the utilization efficiency of CaO particles.