Mild traumatic brain injury (mTBI) resulting from exposure to blast shock waves (BSWs) is one of the most predominant causes of illnesses among veterans who served in the recent Iraq and Afghanistan wars. Such mTBI can also happen to civilians if exposed to shock waves of bomb attacks by terrorists. While cognitive problems, memory dysfunction, depression, anxiety and diffuse white matter injury have been observed at both early and/or delayed time-points, an initial brain pathology resulting from exposure to BSWs appears to be the dysfunction or disruption of the blood-brain barrier (BBB). Studies in animal models suggest that exposure to relatively milder BSWs (123 kPa) initially induces free radical generating enzymes in and around brain capillaries, which enhances oxidative stress resulting in loss of tight junction (TJ) proteins, edema formation, and leakiness of BBB with disruption or loss of its components pericytes and astrocyte end-feet. On the other hand, exposure to more intense BSWs (145–323 kPa) causes acute disruption of the BBB with vascular lesions in the brain. Both of these scenarios lead to apoptosis of endothelial and neural cells and neuroinflammation in and around capillaries, which may progress into chronic traumatic encephalopathy (CTE) and/or a variety of neurological impairments, depending on brain regions that are afflicted with such lesions. This review discusses studies that examined alterations in the brain milieu causing dysfunction or disruption of the BBB and neuroinflammation following exposure to different intensities of BSWs. Furthermore, potential of early intervention strategies capable of easing oxidative stress, repairing the BBB or blocking inflammation for minimizing delayed neurological deficits resulting from exposure to BSWs is conferred.