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The degree of shock energy localization within individual particles and between neighboring particles of different size was explored during shock‐wave consolidation of spherical metal powders. The thermoelectric voltage generated by the passage of a shock wave through a copper powder‐constantan powder interface was recorded. The sizes of the copper and constantan powders were varied between mean diameters of 40 and 98 μm. Shock‐wave pressures of 5 GPa were applied by flyer plate impact, and the resulting voltage versus time signals were collected with a 10 ns time resolution. In order to analyze the signals, a simulation of the thermocouple system was developed to account for the effects of multiple particle interactions and a slightly nonplanar copper‐constantan interface. The resulting simulated voltage versus time signals are a good match for the observed signals when the size ratio of the copper and constantan particles is less than a factor of 2, and reveal the preferential deposition of energy in smaller particles at the expense of larger particles within the size range examined. The amount of energy localized near particle surfaces was found to be a majority of all the energy, with a significant minority deposited throughout the particle bulk.