The explosion or rapid vaporization of a liquid film on an opaque surface by a pulsed laser is studied experimentally. Using a probe‐beam deflection sensing (PDS) scheme, together with a previously developed transmission monitor, the distortion of the PDS signal due to the generation of shock waves by the exploding liquid is investigated. Various liquids, including alcohols and pure water in contact with substrates such as polyimide, amorphous carbon, and silicon, are studied for a wide range of excimer laser fluences. It is concluded that the present PDS technique is highly sensitive to the explosion threshold.