We study in this paper the different physical processes involved in laser‐produced plasma in confined geometry. With this technique, a laser irradiates a target at an intensity of a few GW/cm2, and the produced plasma is confined by a transparent overlay to the laser which covers this target. This configuration has appeared necessary for example for metallurgical applications where, for a given laser energy, enhanced pressures must be realized in order to achieve high shock pressures. Therefore, a physical study of this method is useful in order to optimize this technique. We have first developed an analytical model which describes the different steps involved in this process, points out the interest of this technique, and compares it to the direct ablation regime. In the first stage, during the laser heating, the generated pressure is typically 4–10 times greater than the corresponding one obtained in direct ablation. The second step begins after the switch‐off of the laser and is characterized by an adiabatic cooling of the plasma which maintains the applied pressure over a period which is about 2 times the laser‐pulse duration. Finally, the third stage concerns also the adiabatic cooling of the recombined plasma, but during this period the exerted pressure is too small to realize a plastic deformation of the material.We show that the impulse momentum given to the target is mainly generated during this step. This model allows us to also determine the velocities of thin foils accelerated with confined plasmas, and we show that very high hydrodynamic efficiencies can be achieved by this technique. Experimentally, we measured with quartz gauges, the pressures obtained in confined geometry, for 30‐, 3‐, and 0.6‐ns laser‐pulse duration. This study shows that short pulse durations are sensitive to the initial roughness of the interface, and such an effect should be suppressed by using a liquid confinement. Then, we conclude that a large fraction of the absorbed laser energy (80%–90%) is used for the ionization of the medium in these conditions of irradiation. Finally, we experimentally point out that the laser‐induced breakdown of the confining medium is the main mechanism which limits the generated pressure and show the influence of the laser‐pulse duration on this effect.