Shock waves are a well-known phenomenon observed in compressible flows. Practically every flow is compressible, and hence, the occurrence of shock waves is very common. Shock waves have a wide range of applications. Oil extraction, drug delivery, metal forming, and medical surgeries are few of them. In this study, the phenomenon of shock wave interaction with water has been investigated experimentally. This is relatively a naive subject since it involves the interaction between a compressible medium and a relatively incompressible medium. There are many methods to generate a shock wave out of which shock tube is the most common one. Shock tube is a common device used by researchers to generate a shock wave. For the interaction to happen with water, the shock wave must be focused on it, for which a pipe bend has been used as an extension of the shock tube. A rectangular water tank has been used to hold the water. The experiments have been performed to determine the effect of the shock wave, Mach number, and the distance between the pipe bend’s opening and the water surface, on the shock–water interaction.