We used ultrafast x radiography and developed a novel multiphase numerical simulation to reveal the origin and the unique dynamics of the liquid-jet-generated shock waves and their interactions with the jets. Liquid-jet-generated shock waves are transiently correlated to the structural evolution of the disintegrating jets. The multiphase simulation revealed that the aerodynamic interaction between the liquid jet and the shock waves results in an intriguing ambient gas distribution in the vicinity of the shock front, as validated by the ultrafast x-radiography measurements. The excellent agreement between the data and the simulation suggests the combined experimental and computational approach should find broader applications in predicting and understanding dynamics of highly transient multiphase flows.