Because application of cold atmospheric pressure plasma jet (CAPPJ) to biological samples have taken large attentions, it is important to examine the effects of various CAPPJ parameters on the generation of reactive species. Here, we investigated the generation of reactive species in water by CAPPJ irradiation by changing the following parameters: irradiation time, sample volume, and irradiation distance between the sample surface and plasma jet tip. We measured 1) change in the ESR signal intensity of 4-hydroxy-2,2,6,6-tetrametylpeperidine-1-oxyl (Tempol), 2) spin-trapping with 5,5-dimethyl-1-pyrroline -oxide (DMPO), 3) Fricke dosimeter reaction, and 4) hydrogen peroxide (HO) formation induced by CAPPJ irradiation. By the experiment of volume dependency, it is suggested that the reactive species detected in water are formed largely in the plasma gas phase. The reduction of ESR signal intensity of Tempol and the formation of DMPO-OH were strongly dependent on irradiation distance, but the relationship between HO generation and distance was weak. The formation of species that oxidize Fe to Fe was shown by the Fricke dosimeter reaction, and reactions at irradiation distances longer than 3 cm were mainly attributable to HO. It may be possible to apply different reactive species to the samples by changing the CAPPJ irradiation distance.