The material removal process of refractory ceramics cut by abrasive water jets was investigated. In particular, bauxite, sintered magnesia, and magnesia chromite, were cut in a wide range of pump pressures up to 350 MPa. The process parameters, such as pump pressure, traverse rate, abrasive flow rate, and abrasive type, were changed during the experiments in order to find an optimum parameter combination. For all experiments, the depth of cut, cut geometry, the surface structure of the generated cuts, and the material removal rates were measured and analysed. Based on these measurements the specific energies were estimated. Using scanning electron microscopy, it was found that the material removal mechanism changed with the depth of cut. In the upper region, the main material removal mechanism was the simultaneous cutting of matrix and inclusion grains (transgranular). In the lower range of the cut, the removal process was characterized by the removal of the binding matrix followed by washing of the inclusion grains (intergranular).