Abstract: Various plasma jets have been produced by using different designs, which can protrude into the ambient air for centimeters. Cold plasma jets are one of such plasma jet, with ‘cold’ here we mean that the ion temperature is roughly the room temperature. It has been found that the helium (or other inert gas) atmospheric pressure plasma jet (APPJ) which was believed to be produced via dielectric barrier discharge (DBD) blows plasma-bullets into the plume, and such a jet promises various applications in polymer surface modification, plasma medicine and so on.However, the generation mechanism and transport properties of APPJ are far from being well clarified. In the past a few years, we gradually revealed the veil over this interesting plasma phenomenon. In this paper a brief summary over our work in this field is presented. Besides some discussion over the mechanism of APPJ and the interplay between gas flow and plasma plume therein, also a new device is described,of which the most interesting feature is that it employs the profitable property of the inert gas for plasma generation, yet without consuming a bit of it.The results can promote the applications of APPJ in material processing, ozone generation, plasma medicine and many other fields.