In this paper, a micro jet based cooling system for the thermal management of high power LEDs is briefly introduced. Our experiments have demonstrated that the optimization on micro jet device is strongly needed for improving the system performance. To realize the above attempt, numerical optimization on micro jet device is conducted in details in this paper. The comparison between simulation and experiment results is presented and the results demonstrate that the present simulation model can work well. By using the above model, the effects of micro jet diameter, top cavity height, micro pump flow rate and jet device material on system performance are numerically studied. The simulation results show that top cavity height does not have very significant effect on improving cooling performance, however, increasing top cavity will markedly result in the increase of flow resistance. The micro jet diameter has strong effect on cooling performance of the present micro jet device, as to present design, an optimized diameter exists for achieving best cooling performance. Increasing pump flow rate will make a sharp increase of the flow resistance. The material of device shell with high thermal conductivity can ameliorate the cooling performance, but the function is limited. According to our preliminary tests and numerical optimization, an optimized micro jet cooling system is fabricated and applied in thermal management of a 220W LED lamp. The temperature test demonstrates the cooling system works well.