Shock loading influence on deformation martensite transformation is experimentally investigated in austenitic and perlitic steels with different grain size. Martensite transformation front propagation velocities and their connection with grain size are defined by means of combination two techniques: laser interferometer technique that permits "in situ" to register time characteristics of material response on shock loading; optical, electron microscopy and quantitative metallography. The work is devoted to regularity of martensite transformation running in steels under shock loading. The material under investigation was different kinds of steels such as Cr-4Ni-Mo, Cr-3Ni-Mo-V, 3Cr-Si-Ni-Mo-W-V, stainless austenitic 18Cr-10Ni-Ti steels. The light gas gun in bore diameter 37 mm was used in these experiments. The specimens-targets were in the form of plane washers 52 mm in diameter and with a thickness of 5-10 mm. They were impacted within velocity range 100-500 m/s. The laser interferometer technique was used for registration of shock loading time characteristics. Cross-section targets microstructure was observed after etching using optical microscope Neophot-32. Fine structure analysis carried out on the foils with the help of transmission electron microscope JEM-200CX. Martensite quantity after loading was measured in stainless austenitic steel 18Cr-10NI-Ti by means of magnetic method with the help of local type magnetic ferritometer. The quantity of α-phase was found to be equal (0,01-0,5)%.