The concept of k-core in complex networks plays a key role in many applications, e.g., understanding the global structure, or identifying central/critical nodes, of a network. A malicious attacker with jamming ability can exploit the vulnerability of the k-core structure to attack the network and invalidate the network analysis methods, e.g., reducing the k-shell values of nodes can deceive graph algorithms, leading to the wrong decisions. In this paper, we investigate the robustness of the k-core structure under adversarial attacks by deleting edges, for the first time. Firstly, we give the general definition of targeted k-core attack, map it to the set cover problem which is NP-hard, and further introduce a series of evaluation metrics to measure the performance of attack methods. Then, we propose $Q$ index theoretically as the probability that the terminal node of an edge does not belong to the innermost core, which is further used to guide the design of our heuristic attack methods, namely COREATTACK and GreedyCOREATTACK. The experiments on a variety of real-world networks demonstrate that our methods behave much better than a series of baselines, in terms of much smaller Edge Change Rate (ECR) and False Attack Rate (FAR), achieving state-of-the-art attack performance. More impressively, for certain real-world networks, only deleting one edge from the k-core may lead to the collapse of the innermost core, even if this core contains dozens of nodes. Such a phenomenon indicates that the k-core structure could be extremely vulnerable under adversarial attacks, and its robustness thus should be carefully addressed to ensure the security of many graph algorithms.