Atmospheric pressure cold microplasma jet (APμPJ) has been widely used in material processing. However, the etched area is often larger than the jet orifice due to the expansion of the microplasma. For high processing accuracy, it is essential to precisely control the jet diameter. In this paper, a two-dimensional axisymmetric simulation model is established to analyze the effect of nitrogen (N2) shielding gas on helium (He) from gas dynamics. In addition, by etching the Polyethylene terephthalate (PET) film, the relationship between the etching effect and aerodynamic analysis was verified. The simulation results are similar to the experimental results, indicating that N2 shielding gas has a focusing effect, which is related to the N2 flow rate, the distance difference between the inner and outer tubes, and outer tube nozzle diameter. It is hoped that the results of this paper can provide a certain reference for the use of shielding gas to control the jet flow of APμPJ.