In order to investigate the dynamic response process, damage characteristics and damage mode of polyurea coated masonry infill walls with built-in tie reinforcement under close-range explosion load, a series of close-range explosion tests were performed on masonry wall with different polyurea coating methods and thicknesses. Additionally, numerical studies were carried out using the LS-DYNA software. Based on the resistance function of the brick wall, steel bar and polyurea coating, an improved equivalent single degree of freedom (ESDOF) theoretical calculation model was established. This model can accurately describe the displacement response of the polyurea coated masonry infill walls with built-in tie reinforcement under close-range explosion load. Three damage modes: surface mortar layer damage, open pit dislocation with back bulge, and penetration damage were identified according to the wall’s out-of-face response characteristics during close-range explosion load. With the increase of the number of tension reinforcement, the anti-explosion performance of the wall improves and the critical penetration damage charge increases.