Anyone offered shockwave therapy for foot pain wants to know what it feels like, and descriptions that skip the question deserve a second look.
It can, and anesthesia is part of the picture
Expect the treatment to be strong enough that pain control comes up. The one source quoted here ties the strength of the impact directly to a need for anesthesia.
What the paper says
A paper on shockwave therapy in amateur runners, published through NIH PMC, states: "The extracorporeal shock wave treatment has a very intense impact, and therefore local anesthesia is very often necessary during the procedure".
That statement comes from a study of the long-term effectiveness of ESWT for plantar fasciitis in amateur runners. Note the wording "very often." The sentence does not say always, so the experience on a given day is a question for the clinic.
What to ask before a first session
Ask whether local anesthesia is planned and who decides on it. Ask what the person giving the treatment expects you to feel during and after.
If a brochure or a phone call calls the treatment painless, ask how that was determined.
Reading further
Readers in Mount Prospect who want the wider research can start with an open label randomized clinical trial of focused shockwave on myofascial points for plantar fasciitis. There is also a meta-analysis of randomized trials on shock wave therapy for chronic plantar fasciitis and an update on extracorporeal shock wave therapy. None of these is the source of the anesthesia statement above.
How the claim reads against the evidence
A source that links the impact to anesthesia does not sit comfortably beside a promise of no discomfort. The claim to question is "painless."