The sudden ejection of material during an explosive eruption generates a broad spectrum of pressure oscillations, from infrasonic to gravity waves. An infrasonic array, installed at 3.5 km from the Soufriere Hills Volcano has successfully detected and located, in real‐time, the infrasound generated by several pyroclastic flows (PF) estimating mean flow speeds of 30–75 m/s. On July 29 and December 3, 2008, two differential pressure transducers, co‐located with the array, recorded ultra long‐period (ULP) oscillations at frequencies of 0.97 and 3.5 mHz, typical of atmospheric gravity waves, associated with explosive eruptions. The observation of gravity waves in the near‐field (<6 km) at frequencies as low as about 1 mHz is unprecedented during volcanic eruptions.