The possibility of the use of underwater shock wave to weld a thin plate onto a base plate is demonstrated in the present investigation. The composite materials of tungsten and copper have been used for many applications such as high heat flux components, welding electrodes, electrical contacts at high voltage and heat sink. In this work, thin tungsten plate was tried to weld on a copper base plate using underwater explosive welding technique which has been developed by one of the authors’ group. This technique enables to accelerate a thin plate to several hundreds m/s to satisfy the condition of explosive welding. Such an order of the velocity is adequate to form welding at the interface. In the case of the use of underwater shock wave derived from the detonation of an explosive in water, the kinetic energy required for the welding is appropriate and it makes possible to suppress the effect of heating which may induce excessive melting and/or form brittle intermetallics at the interface. The welding interface showed wavy structure typically found in explosively welded materials and the bonding strength is expected to be high as the clads explosively welded by conventional method. The effect of experimental parameters on the interfacial microstructure is discussed.