Most of the severe erosion of hydraulic machines are found to be associated with the collapse of transient cavitation vortices downstream of a leading edge cavity. The dynamics of such a type of cavitation is investigated in a Cavitation Vortex Generator (CVG). By producing the cyclic growth and collapse of single cavitation vortex, this device provides a way to investigate the mechanisms involved in the final stage of the cavity collapse. Very high-speed visualization, at a rate of 500 '000 frames per second, reveals a strong spherical shockwave emitted at the time of the cavitation vortex collapse. Thus, the image processing of the high-speed photography allows us to measure the cavity wall velocity and the shock wave celerity in order to estimate the shock pressure. These estimations lead to mean values of 900 MPa and extreme values as high as 2'200 MPa. Moreover, a new optical arrangement can make the shock waves visible both in the fluid and in a Perspex specimen fitted in the test section.