In this paper, we demonstrate that a compact and inexpensive interferometric sensor based on the self-mixing effect in the laser cavity can be used for the characterization of shock waves. The sensor measures the changes in the refractive index induced by the shock wave. It is based on the self-mixing interferometry scheme. We describe the architecture of the dynamic sensor and the design of the experimental setup used for the characterization that involves a shock tube. Thus, we detail the experimental measurements for shock wave pressure amplitude of 5 bar and address their interpretation with regard to the most admitted models for acousto-optics.