In this paper, the shock waves in compressible solids and liquids are simulated using a six-equation diffuse interface multiphase flow model that is extended to the Cochran and Chan equation of state. A pressure relaxation method based on a volume fraction function and a pressure-correction equation are newly implemented to the six-equation model. The developed code has been validated by a shock tube problem with liquid nitromethane and an impact problem of a copper plate on a solid explosive. In addition, a new problem, an impact of a copper plate on liquid nitromethane, has been solved. The present code well shows the wave structures in compressible solids and liquids without any numerical oscillations and overshoots. After the impact of a solid copper plate on liquid, two shock waves (one propagates into liquid and the other into solid) are generated and a material interface moves to the impacting direction. The computational results show that the shock velocity inside the liquid linearly increases with the impact velocity.