In order to study the effect of shock wave formation on propellant ignition in capillary discharge, the formation process of shock wave was analyzed by experimental and theoretical methods, the temperature of plasma jet was measured, and the experiments of closed bomb and 30 mm gun were carried out. The results show that the first shock wave has a smaller value and a larger range of influence, while the second shock wave has a larger value and a smaller range of influence. Plasma jet can generate shock wave at the nozzle according to the calculated plasma pressure and velocity, which is well confirmed by experiments and calculations. The plasma jet temperature is high during the formation of shock wave and then decreases sharply. Plasma ignition can increase the burning rate of propellant by about 30% by increasing the burning surface area of propellant. Compared with conventional ignition, the average maximum chamber pressure and average muzzle velocity of plasma ignition are increased by 9.1 MPa and 29.3 m·s-1 (~3%) in a 30 mm gun. Plasma ignition has strong ignition ability and short ignition delay time due to the generation of shock wave, by increasing the burning rate of propellant, the muzzle velocity can be greatly improved when the maximum chamber pressure increases little. The characteristics of the shock wave can be applied in the application of the capillary discharge plasma. For example, it can be applied in fusion, launching and combustion.