The structure and the frequency spectra of wall pressure fluctuations beneath a planar turbulent boundary layer interacting with a conical shock wave at Mach number $M_\infty =2.05$ and Reynolds number $\textit {Re}_\theta \approx 630$ (based on the upstream boundary layer momentum thickness) are examined to elucidate the effects of pressure gradient and flow separation on the characteristics of the wall pressure fluctuations, by exploiting a direct numerical simulation database. Upstream of the interaction, in the zero pressure gradient region, wall pressure statistics compare well with canonical compressible boundary layers in terms of fluctuation intensities and frequency spectra. Across the main interaction zone (APG1), the root-mean-square of wall pressure fluctuations becomes very large (corresponding to approximately 173.3 dB), with maximum increase approximately 12.7 dB from the incoming level. In the second adverse pressure gradient zone (APG2), the root-mean-square of wall pressure fluctuations attains a second peak (corresponding to $164.7$ dB), with an increase of 8.4 dB from the upstream level. Both the APG1 and APG2 regions feature a substantial fraction of flow reversal events, which are, however, scattered and interspersed with regions of attached flow. The wall pressure power spectral density exhibits a broadband and energetic low-frequency component associated with the global unsteadiness of the separation bubble/conical shock system. Analysis of the two-point correlations and wavenumber/frequency spectra of wall pressure fluctuations further suggests that the typical eddies become more elongated along the spanwise direction, as the flow in the separated region tends to escape the centreline, and the convection velocity is significantly reduced.