Cell membrane permeabilization technique utilizing ultrasound and micro- nano- bubbles (i.e. sonoporation) is a promising way of drug and gene delivery. The mechanisms of the permeabilization and subsequent molecular transport across the membrane are underlying the development of the technique for clinical applications. We thereby have studied the mechanisms in the molecular level by molecular dynamics (MD) simulations of lipid bilayers, which are fundamental of all biological cell membranes. Firstly, we performed MD simulations of structural changes of the bilayer induced by shock wave and revealed the resulting collapse and rebound of the bilayer followed by water penetration into the hydrophobic region of the bilayer. Next, we studied the water pore formation resulted from the water penetration into the hydrophobic region. It was found that the water pore is formed within several nanoseconds when large amount of water molecules are existed in the hydrophobic region. Finally, we analyzed the diffusion of anti-cancer drug in the water pore and deduced that the water pore induced by the action of shock wave may be one of the processes of drug delivery in the presence of shock waves.