In the auscultatory technique, the most widely used clinical method to measure the arterial blood pressure, the systolic and diastolic blood pressures are estimated based on the beginning and cessation of the so-called Korotkoff sound emitted from the artery. Despite the widespread use of the technique, the mechanism by which Korotkoff sound is generated has not been well understood. In this report, a series of model experiments and a one-dimensional wave-propagation analysis have been conducted in order to elucidate the mechanism. As a result, the clear thud sound, heard when the cuff pressure is in the vicinity of the diastolic blood pressure, has been found to be generated by the sudden expansion of the vessel due to the shock wave that is formed at the wave front by compression-wave overtaking during wave propagation through the partially collapsed vessel segment under the cuff. Because of the strong nonlinear characteristics of the tube law, the sudden change in the vessel compliance around the near-zero transmural pressure, the shock wave is formed only when the cuff pressure, externally applied to the vessel, is nearly equal to or higher than the diastolic blood pressure and the vessel is partially collapsed in the late diastolic phase. The shock strength at the distal end of the partially collapsed vessel segment increases with the cuff pressure and the collapsed-vessel segment length within some limits. The waveform of the sound is well correlated with the time differential of the pressure waveform.