The possibility of applying the Rayleigh double slit interferometer for shock wave investigations has been explored. In common with Rayleigh interferometers currently used for diffusion, electrophoresis, and ultracentrifuge studies, the instrument adapted for the present application contained a cylinder lens for bringing the interference fringes and the test section into simultaneous focus at the camera image plane. However, in contrast to previous applications, it was found desirable in the present work to let the light paths through both slits traverse the test section. This arrangement required a modification which consisted of tilting the axis of the cylinder lens, and the light source slit, with respect to the conventional orientation parallel to the refractive index gradient. Conditions under which a useful interferogram is obtained with this instrument are derived, and results of preliminary experiments are presented. Compared with the Mach‐Zehnder interferometer, the double slit instrument has the advantages of greater simplicity and ease of adjustment, lower cost, and offers the possibility of combining the interferometer with an inclined slit schlieren system.