There are some inclined jet holes in the cooling structure of the leading edge region of gas turbine blades. In order to improve the cooling effect of traditional round holes, this paper proposes to replace the round holes with threaded holes, and studies the complex flow and heat transfer performance of the swirling impinging jet (SIJ) issuing from the 45° threaded holes in the inclined condition by numerical simulation. The influencing factors include jet inclination angle α (45°–90°), jet-to-plate distance (H/d = 2, 4, 6), and Reynolds number (6000–24,000). The results show that the inclination angle and jet-to-plate distance have a great influence on the size, shape, and position of vortices in the jet space, while the Reynolds number has little effect on the vortices. In the inclined state, the impinging cooling effect of the swirling impinging jet is better than that of the circular impinging jet (CIJ), both heat transfer coefficients will degrade significantly when the inclination angle is 45°. When the inclination angle is greater than 45°, compared with the round hole, the enhanced heat transfer region for the swirling jet is in the region of r/d < 3, while both of the Nusselt numbers in the wall jet region are weak, with a value of just 20. At the same time, with the increasing of the inclination angle (α > 45°), the average Nusselt number on target surface holds a constant value. Under the inclined conditions, the heat transfer coefficient on the target surface for the swirling jet is increased totally with the increasing of the Re, but when the Re is larger than 18,000, the rate of enhanced heat transfer gradually weakens.