Analysis of a field of a particle bunch in a waveguide loaded with a dielectric isimportant for the wakefield acceleration technique and for other problems in acceleratorphysics. We investigate the field of the bunch crossing a boundary between two dielectricsin a circular waveguide. We take into account the finite length of the bunch and analyzeboth the field structure and the energy loss. Special attention is paid to two cases: thebunch flies from vacuum into dielectric and from dielectric into vacuum. In the first case,investigation of formation of stationary wakefield is of interest (this is important forthe wakefield acceleration technique). In the second case, quasi monochromatic wave isgenerated in the vacuum region. This effect can be used for elaboration of aquasimonochromatic radiation generator of new type. In both cases we also study dynamics ofthe energy loss of the bunch.