The generation of high-intensity shock waves by laser plasma in the water-confinement regime has been investigated at 1.064, 0.532, and 0.355 mu m laser wavelengths. Experimental characterizations of pressures induced by laser plasma have been performed with a velocimetry interferometer for any reflector. For each incident laser wavelength, above a laser power density threshold, maximum pressure levels saturate and the pressure durations are reduced due to parasitic plasma occurring in water. However, it is shown that this threshold is lower at the 0.532 and 0.355 mu m wavelengths than at the 1.064 mu m wavelength. The generation of the parasitic plasma in water is easier with a short wavelength because it would be dominated by multiphotoionization mechanisms. Below the saturation pressure threshold, the pressure levels are significantly higher at the 0.532 and 0.355 mu m wavelengths than at the 1.064 mu m wavelength. Unlike the detrimental effect of short laser wavelengths on water breakdown plasma, the confined laser interaction is shown to be more efficient in ultraviolet than in infrared laser irradiation. (C) 1999 American Institute of Physics. [S0021-8979(99)03811-6].