The laser shock processing implemented by a laser-induced high-pressure plasma which propagates into the sample as a shockwave is innovatively applied as a post-processing technique on HfO2/SiO2 multilayer coatings for the first time. The pure mechanical post-processing has provided evidence of a considerable promotion effect of the laser-induced damage threshold, which increased by a factor of about 4.6 with appropriate processing parameters. The promotion mechanism is confirmed to be the comprehensive modification of the intrinsic defects and the mechanical properties, which made the applicability of this novel post-processing technique on various types of coatings possible. Based on experiments, an interaction equation for the plasma pressure is established, which clarifies the existence of the critical pressure and provides a theoretical basis for selecting optimal processing parameters. In addition to the further clarification of the underlying damage mechanism, the laser shock post-processing provides a promising technique to realize the comprehensive and effective improvement of the laser-induced damage resistance of coatings.