Transmission electron microscopy clearly demonstrates two types of grain boundaries in a shock‐consolidated diamond compact consisting of fine particles: one is thick (40 nm) and irregular, whereas the other is thin (less than a few nanometers) and straight. The former is formed during the first compression (21 GPa) while the latter is formed after passage of the first shock‐wave front. Numerical calculations describing thermal diffusion support the proposed mechanism under a multiple‐compression pr