Hydrocyclones generally follow a conventional design and may have some limitations on separation performance. This paper presents a numerical study of hydrocyclones with different conical configurations by a recently developed computational fluid dynamics method. The feed solids concentration considered is up to 30 (by volume), which is well beyond the range reported before. The numerical results show that the cyclone performance is sensitive to both the length and shape of the conical section, as well as the feed solids concentration. A longer conical section length leads to decreased inlet pressure drop, cut size d50, and Ecart probable Ep, and at the same time, an increased water split (thus larger by-pass effect). When conical shape varies from the concave to convex styles gradually, a compromised optimum performance is observed for the cyclone with a convex cone, resulting in a minimum Ep and relatively small inlet pressure drop and water split. Almost all these effects are pronounced with increasing feed solids concentration. Based on the numerical experiments, a new hydrocyclone featured with a long convex cone is proposed. It can improve the performance of the conventional cyclone at all the feed solids concentrations considered.