The entrainment performance and the shock wave structures in a three-dimensional ejector were investigated by Computational Fluid Dynamics (CFD) and Schlieren flow visualization. The ejector performance was evaluated based on the mass flow rates of the primary and secondary flows. The shock wave structures in the ejector mixing chamber were captured by the optical Schlieren measurements. The results show that the expansion waves in the shock train do not reach the mixing chamber wall when the ejector is working at the sub-critical mode. Decreasing of the shock wave wavelength increases the secondary mass flow rate. A three-dimensional CFD model with four turbulence models was then compared with the experimental data. The results show that the RNG k-ε model agrees best with measurements for predictions of both the mass flow rate and shock wave structures.