Wind energy is a kind of renewable energy with great potential for development. This study mainly investigated the application of shock waves generated by high-pressure gases (wind energy) for generating energy. In this study, we designed a new supersonic shock wave generator that can be reused without disassembling and assembling bolts and developed a shock wave monitoring system. It could measure the velocity of the generated shock waves at about Mach 3–5, and the output pressure exceeded 900 kg/cm2 (more than 100 times the input pressure). Then, we developed a power generation system driven by supersonic shock waves based on the characteristics of the new shock wave generator, which could generate high-pressure and high-speed blast waves and could be reused. The shock wave generator can repeatedly generate high-pressure waves to drive the Tesla turbine and then rotate the magnetic energy generator for power generation. This paper used tank pressure, output pressure, gas flow, rotation speed, voltage, and current detected by the system to conduct power generation performance analysis. When the minimum rotation speed was set to 1500 rpm and three bulbs were turned on as loads, the system could generate an average voltage of 36.64 V and an average current of 211.01 mA as output (power about 7731.41 mW).