The accurate capturing of shock waves by numerical methods has long been a focus of attention in engineering owing to singularity problems in discontinuities. In this article, a novel coupled Euler–Lagrange method (CELM) is proposed to capture shock waves and discontinuities with high resolution and high order of mapping accuracy. CELM arranges the Lagrange particles on an Euler grid to track the discontinuous points automatically, and the data pertaining to the grids and particles interact via a weighted mutual mapping method that not only achieves fourth‐order accuracy in a smooth area of the solution but also maintains a steep discontinuous transition in the discontinuous area. In the virtual particle method, virtual particles are derived from the existing real particles; thus, the inflow and outflow of the particles and interpolation accuracy of the boundary are more easily realized. An accuracy test and energy convergence test demonstrated the fourth‐order convergence accuracy and low energy dissipation of the CELM; the method exhibited lower error and better conservation ability than high‐precision schemes such as WENO3 and WENO5. The Sod shock tube problem and Woodward–Colella problem showed higher discontinuity resolution of the CELM and ability to accurately track discontinuity points. Examples of Riemann problems were employed to prove that the CELM exhibits lower dissipation and higher shock resolution than WENO3 and WENO5. The CELM also showed an accurate structure based on particle distribution. Shockwave diffraction tests were conducted to prove that the CELM results showed good agreement with the experimental data and exhibited an accurate expansion wave. The CELM can also accurately simulate the collision of an expansion wave and vortex.