Polymer composites are considered to be the most effective materials in mitigating shock waves. Efforts are made in this work to improve shock wave mitigation performance of polymer composites. Epoxy resin (EP) with nano‐carbon fillers, including fullerene (FL), graphene (GP), and multi‐walled carbon nanotubes (CNT) were prepared through solution casting method. A variety of testing methods, including transmission electron microscope (TEM), X‐ray photoelectron spectroscopy (XPS), Fourier transform infrared (FTIR) spectroscopy, differential scanning calorimetry (DSC), scanning electron microscopy (SEM), dynamic mechanical analysis (DMA), shock tube test, have been introduced to investigate the reaction process, dynamic mechanical properties and shock wave mitigation performance of epoxy composites. The results shown that different nano‐carbon fillers lead to differences of spatial and reactivity in EP matrix. The addition of nano‐carbon materials is conducive to improve the shock wave mitigation ability of EP. EP with GP fillers show the best enhancement for the shock wave mitigation in shock tube test. With same addition amount of nano‐carbon fillers, shock wave peak pressure of EP with FL fillers (EP‐FL), EP with CNT fillers (EP‐CNT), and EP with GP fillers (EP‐GP) decreased by 16.5%, 29.6%, and 31.7% in comparison with EP, respectively.