A shock wave that is characterized by sharp physical gradients always draws the medium out of equilibrium. In this work, both hydrodynamic and thermodynamic nonequilibrium effects around the shock wave are investigated using a discrete Boltzmann model. Via Chapman–Enskog analysis, the local equilibrium and nonequilibrium velocity distribution functions in one-, two-, and three-dimensional velocity space are recovered across the shock wave. Besides, the absolute and relative deviation degrees are defined in order to describe the departure of the fluid system from the equilibrium state. The local and global nonequilibrium effects, nonorganized energy, and nonorganized energy flux are also investigated. Moreover, the impacts of the relaxation frequency, Mach number, thermal conductivity, viscosity, and the specific heat ratio on the nonequilibrium behaviours around shock waves are studied. This work is helpful for a deeper understanding of the fine structures of shock wave and nonequilibrium statistical mechanics.