Shock waves are a commonly observed phenomenon in transonic and supersonic flow. These nearly discontinuous flow features form as a result of flow disturbances propagating faster than the local speed of sound. Across a shock wave, flow properties such as pressure, temperature, and density can change dramatically. In this paper, the effects of the near discontinuous change in density due to the shock wave on Shack–Hartmann wavefront sensor (SHWFS) measurements are studied experimentally. Experiments were conducted in the Mach 2 wind tunnel located in the Aero-Effects Laboratory at Kirtland, AFB. To generate the oblique shock wave, a wedge model was placed in the tunnel. Two dimensional, time-resolved wavefront measurements were collected simultaneously with a SHWFs and a digital holography wavefront sensor (DHWFS). In this manner, results from the two wavefront sensor techniques could be compared and contrasted. It is shown that the shock wave caused significant higher order distortion within the SHWFS lenslets. Significant lenslet beam spreading and bifurcation were observed in the raw SHWFS intensity images. When compared with the DHWFS measurements, the SHWFS measurements under predicted the phase distortion caused by the shock by up to approximately 1π.