A shock wave (SW), which carries energy and propagates through a medium, is a type of continuous transmitted sonic wave that can achieve rapid energy transformations. SWs have been applied for many fields of medical science in various treatment settings. In urology, high-energy extracorporeal SWs have been used to disintegrate urolithiasis for 30 years. However, at lower energy levels, SWs enhance the expression of vascular endothelial growth factor (VEGF), endothelial nitric oxide synthase (eNOS), proliferating cell nuclear antigen (PCNA), chemoattractant factors, and the recruitment of progenitor cells, and inhibit inflammatory molecules. Low energy extracorporeal shock wave (LESW) therapy has been used in urology for treating chronic prostatitis/chronic pelvic pain syndrome (CP/CPPS), interstitial cystitis/bladder pain syndrome (IC/BPS), overactive bladder, stress urinary incontinence, and erectile dysfunction through the mechanisms of anti-inflammation, neovascularization, and tissue regeneration. Additionally, LESW have been proven to temporarily increase tissue permeability and facilitate intravesical botulinum toxin delivery for treating overactive bladders in animal studies and in a human clinical trial. LESW assisted drug delivery was also suggested to have a synergistic effect in combination with cisplatin to improve the anti-cancer effect for treating urothelial cancer in an in vitro and in vivo study. LESW assisted drug delivery in uro-oncology is an interesting suggestion, but no comprehensive clinical trials have been conducted as of yet. Taken together, LESW is a promising method for the treatment of various diseases in urology. However, further investigation with a large scale of clinical studies is necessary to confirm the real role of LESW in clinical use. This article provides information on the basics of SW physics, mechanisms of action on biological systems, and new frontiers of SW medicine in urology.