Multifocal Bessel beam optical coherence tomography (MBOCT) combines the advantages of Bessel beam OCT and multifocal OCT to increase imaging depth. For MBOCT, the penetration depth of the Bessel beam in highly scattering biological tissue limits the final imaging depth. In this paper, we theoretically analyze the penetration depth of the Bessel beams with different parameters to explore which kind of Bessel beam is more suitable for MBOCT in a scattering medium. The finite-difference time-domain method is used to simulate the field distribution of Bessel beams in the medium. We find that the MBOCT for more focus based on a Bessel beam with a smaller Fresnel number N has higher penetration depth and light intensity when its lateral resolution is fixed. Moreover, the Bessel beam with N reversely closer to unity is more advantageous for penetrating the highly scattering medium for a certain imaging depth, and the Bessel beam has larger penetration depth when its lateral size is close to the size of the object to be imaged.