It is critical to obtain the shock response of shear thickening fluid (STF) in impact protective engineering. In this paper, we investigated the characteristics of STFs under ultra-high strain rates implemented by laser-induced shock loadings. We fabricated the silica nanoparticle-polyethylene glycol (PEG) STFs with different mass fractions of nanoparticles. The dynamic responses of the water, the PEG, the 40 wt% STF, and the 68 wt% STF with various thicknesses under laser-induced shock loadings were measured. The results showed that the shock wave attenuation increased with the mass fraction of silica nanoparticles, with the highest shock energy dissipation capacity being observed at 68 wt% concentration of STF. According to experimental results, the equations of state (EOS) of the PEG, the 40 wt% STF, and the 68 wt% STF were obtained. This work promoted the understanding of the dynamic behavior of STF and provided a basis for its applications in impact protective engineering.