Yes.
The explosion wouold not, of course, produce a compression wave in air like on Earth, as there is virtually no atmosphere out in space. However, the energy would be visible, so light will travel away from the explosion site at 186,000 miles per second (approx), that's some fast shockwave.
Dependent on what caused the explosion, other forms of energy would radiaite from the explosion site. For example radio energy, gamma rays, and x-rays. These shockwaves are all, so far, electromagnetic energy pulses. Matter from the explosion would travel out as well, and this material could be regarded as a shock wave, especially if you were close to the rapidly moving particles, rocks, planet sized blobs or whatever else that was liberated by the explosion.
Clever scientists are still detecting energy (i.e. shock waves) from the Big Bang, and that happened a bit before last Wednesday!