This paper reports thermally induced shock waves observed in an acoustic resonance tube. Self-sustained oscillations of a gas column were created by imposing an axial temperature gradient on the short stack of plates installed in the resonance tube filled with air at atmospheric pressure. The tube length and axial position of the stack were examined so as to make the acoustic amplitude of the gas oscillations maximum. The periodic shock wave was observed when the acoustic pressure amplitude reached 8.3 kPa at the fundamental frequency. Measurements of the acoustic intensity show that the energy absorption in the stack region with the temperature gradient tends to prevent the nonlinear excitation of harmonic oscillations, which explains why the shock waves had been unfavorable in the resonance tube thermoacoustic systems.