The nonlinear dynamic characteristic of a tubular linear eddy current damper (TLECD) and the transient responses to shock excitations of a single-degree-of-freedom (SDOF) system with the TLECD are studied. First, the nonlinear force-velocity relationship of the TLECD is discussed using the finite element simulation and mathematical model fitting. Next, the influences of three forms of shock excitation and various mechanical parameters of the TLECD on shock vibration control of an SDOF system with the TLECD are investigated. Moreover, for the SDOF systems with the TLECD or the nonlinear fluid viscous dampers (FVD) at the same maximum displacement and maximum damper force, the time to reach the maximum displacement, the time to reach one-third of the maximum displacement, the energy input of the external loading, and the energy dissipation of dampers are analyzed and compared. Finally, the shock response spectrums (SRSs) of the SDOF system and the design flowchart for the TLECD are presented to provide a reference for shock vibration control of the SDOF system with the nonlinear TLECD and the design of TLECDs. The results show that there is an optimal dimensionless critical relative velocity that minimizes the dimensionless maximum damping force for reaching the target maximum displacement, and compared to the FVD, the TLECD greatly shortens the time to reach one-third of the maximum displacement.