Multiscale experiments in heterogeneous materials and the knowledge of their physics under shock compression are limited. This study examines the multiscale shock response of particulate composites comprised of soda-lime glass particles in a PMMA matrix using full-field high-speed digital image correlation (DIC) for the first time. Normal plate impact experiments, and complementary numerical simulations, are conducted at stresses ranging from 1.1 – 3.1 GPa to elucidate the mesoscale mechanisms responsible for the distinct shock structure observed in particulate composites. The particle velocity from the macroscopic measurement at the continuum scale shows a relatively smooth velocity profile, with shock thickness decreasing with an increase in shock stress, and the composite exhibits strain rate scaling as the second power of the shock stress. In contrast, the mesoscopic response was highly heterogeneous, which led to a rough shock front and the formation of a train of weak shocks traveling at different velocities. Additionally, the normal shock was seen to diffuse the momentum in the transverse direction, affecting the shock rise and the rounding-off observed at the continuum scale measurements. The numerical simulations indicate that the reflections at the interfaces, wave scattering, and interference of these reflected waves are the primary mechanisms for the observed rough shock fronts.