An invasive shock wave applicator for applying shock waves sideways includes a bar-shaped invasive member and a disk. The invasive member defines a lateral side, has a first end with a recess extending inward from the lateral side, and is provided with a shock wave transmission member detachably sealing the opening of the recess. The disk is embedded in the invasive member; divides the recess into first and second receiving rooms, which are adjacent to and away from the shock wave transmission member respectively; and is provided with a vibration plate adjacent to the first receiving room and facing the shock wave transmission member. The first receiving room is filled with a shock wave transmission medium. Shock waves propagate toward the lateral side of the invasive member to facilitate the performance of an invasive shock wave treatment in a human cavity of the human body.