Actual formation and intensity of shock wave generated during gradual opening and closure between each port and passages of wave rotor are studied by means of experiment and computational fluid dynamics simulation. The results show that the intensity of shock wave increases with the distance from high-pressure inlet, and the reason for the variation tendency is the superposition of compression waves. By changing the rotational speed and the expansion ratio, the shock wave intensity can be adjusted, but the position where the intensity reaches maximum stays constant basically and keeps the distance near 300 mm from high-pressure inlet. Comparing with the one-dimensional simplification result, the actual intensity of shock wave is lower. The difference between the fact and simplification increases with the rotational speed and expansion ratio. The internal mechanism has been analyzed from the aspect of intake mass. Then, the maximum shock wave intensity is found approximately linear to the intake mass of each rotor passage in each cycle.