Using a Q-switched ruby laser pulse to cause a transient heating of silver film on the surface of a piezoelectric ceramic sheet, the investigation on the physical mechanism of laser generated shock wave in absorbing materials has been performed. It is shown from the analysis of the obtained electrical signals that there are two types of physical mechanisms for laser generated shock waves: one is the thermal shock, which is due to the thermal expansion and the giant stress gradient following the rapid absorption of laser pulse energy at the surface layer of an elastic specimen; the other is the mechanical shock, which is due to the rapidly vaporizing and expanding of the high temperature vapor which exerts a pressure on the target surface.