This work is devoted to the study of the processes that take place in the welding gap during explosive welding (EW). In the welding gap, when plates collide, a shock-compressed gas (SCG) region is formed, which moves at supersonic speed and has a high temperature that can affect the quality of the weld joint. Therefore, this work focuses on a detailed study of the parameters of the SCG. A complex method of determining the SCG parameters included: determination of the detonation velocity using electrical contact probes, ceramic probes, and an oscilloscope; calculation of the SCG parameters; high-speed photography of the SCG region; measurement of the SCG temperature using optical pyrometry. As a result, it was found that the head front of the SCG region moved ahead of the collision point at a velocity of 3000 ± 100 m/s, while the collision point moved with a velocity of 2500 m/s. The calculation of the SCG temperature showed that the gas was heated up to 2832 K by the shock compression, while the measured temperature was in the range of 4100–4400 K. This is presumably due to the fact that small metal particles that broke off from the welded surfaces transferred their heat to the SCG region. Thus, the results of this study can be used to optimize the EW parameters and improve the weld joint quality.