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The main focus of improving the tunneling magnetoresistance (TMR) of magnetic tunnel junctions (MTJs) has been on optimizing the structure and thickness of the MgO barrier layer [Moriyama etal, Appl. Phys. Lett. 88, 222503 (2006); Yuasa etal, Nat. Mater. 3, 868 (2004)]. However, in this paper, we found that the thicknesses of the capping layers also play an important role in TMR. We studied the influence of the capping layers above the CoFeB/MgO/CoFeB. It was intuitively believed that these capping layers did not affect the TMR because they were deposited after the critical CoFeB/MgO/CoFeB structure. Surprisingly, we found that the thicknesses of the capping Ta and Ru layers have significant influence on the TMR. The stress or strain applied onto the MgO barrier by these capping layers appear to be responsible. The results in this paper shed light on optimizing TMR of MgO MTJs.