There is considered influence of absorption on process of formation and evolution of shock electromagnetic wave (SHEW) in solids with different levels of absorption (dielectric, semiconductor, metal, plasma). Main aims of this work are 1) to show possibility of SHEW formation in absorbing materials, 2) to estimate value of absorption required for preventing formation of SHEW, 3) to study characteristic features of higher harmonic generation in transparent and absorbing materials during formation and propagation of SHEW. Analytical calculations and numerical modelling are based on full wave equation with specific terms describing plasma optical response, absorption and nonlinear dielectric response. Electromagnetic shock is shown to appear in absorbing materials with relatively low absorption but absorption changes dynamics of shock-wave front significantly as compared to the case of ideal nonabsorbing medium. Obtained results show abrupt increasing of threshold laser intensity required for formation of SKEW with increasing of absorption. If absorption exceeds certain level, formation of SHEW becomes impossible at reasonable laser intensity and focusing geometry.