Phase transition can strongly affect the stress wave propagation features. In this paper, the influence of temperature on the phase transformation wave (PTW) propagation was investigated theoretically and numerically with a thermo-mechanical coupling constitutive model and kinetic relation of the phase transition. The results showed that the temperature interface is also the phase transition threshold stress discontinuity. For shock wave propagating in the rod with fixed temperature interfaces, the transformation from shock wave to phase transition wave, then to an elastic wave was predicted due to the temperature interface effect, and an unloading elastic wave during loading was discovered induced by the boundary effect, which has barely been studied before. Moreover, for the adiabatic shock loading, phase transition wave front is not only a material interface, but also a temperature discontinuity. A loading shock wave with phase transition was predicted due to the second phase strengthening and an unloading shock wave with reverse transformation was generated arising from unloading path changing effect induced by adiabatic temperature rise across the transformation shock front. The theoretical analysis and simulation discloses the evolution of phase transition waves affected by temperature interfaces and reflect the intrinsic characteristic of phase transition materials with strong nonlinear behavior due to the dynamic thermo-mechanical coupling.