Wall effects in a micro-scale shock tube are investigated using the Direct Simulation Monte Carlo method as well as a hybrid Molecular Dynamics–Direct Simulation Monte Carlo algorithm. In the Direct Simulation Monte Carlo simulations, the Cercignani–Lampis–Lord model of gas–surface interactions is employed to incorporate the wall effects, and it is shown that the shock attenuation is significantly affected by the choice of the values of tangential momentum accommodation coefficient. A loosely coupled Molecular Dynamics–Direct Simulation Monte Carlo approach is then employed to demonstrate incomplete accommodation in micro-scale shock tube flows. This approach uses fixed values of the accommodation coefficients in the gas–surface interaction model, with their values determined from a separate dynamically similar Molecular Dynamics simulation. Finally, a completely coupled Molecular Dynamics–Direct Simulation Monte Carlo algorithm is used, wherein the bulk of the flow is modeled using Direct Simulation Monte Carlo, while the interaction of gas molecules with the shock tube walls is modeled using Molecular Dynamics. The two regions are separate and coupled both ways using buffer zones and a bootstrap coupling algorithm that accounts for the mismatch of the number of molecules in both regions. It is shown that the hybrid method captures the effect of local properties that cannot be captured using a single value of accommodation coefficient for the entire domain.