The evolution of shock wave generated by discharge in laser chamber is one of the key factors which affect laser beam quality, discharge stability, and repetition rate of TEA gas laser. In this paper, Mach-Zehnder interferometer is applied to observe both the longitudinal and transversal shock waves between electrodes as well as the acoustic waves originated by preionization in the discharge pumping zone of TEA gas laser. By changing the discharge voltage, gas pressure and gas composition concentration, the developing processes in different conditions are compared and analyzed. It is observed that the shock waves originating from cathode is different from the anode's ones even in the symmetric electrode construction. And the carbon dioxide concentration in helium-buffered working gas can affect the speed of the wave obviously. However, the increasing trend of shock wave speed, when increasing discharge voltage or reducing discharge gas pressure, is inconspicuous.