The invention provides a rainproof capacitor and a shock generator. The rainproof capacitor comprises a capacitor body and a rainproof device. The rainproof device is arranged along the entire circumference of the outer wall of the capacitor body and has a preset angle with the outer wall of the capacitor body. The rainproof device is used to cover rainwater. The first end of the rainproof device is connected with the outer wall of the capacitor body. The second end of the rainproof device is freely arranged below the capacitor body. The rainproof capacitor provided by the invention uses the rainproof device to keep out rainwater to prevent rainwater from dropping to the bottom plate of the capacitor body, so that the device can prevent ponding under the bottom of the bottom plate of the capacitor, and the natural drying time and the test period of the capacitor are greatly shortened. In addition, the bottom plate of the rainproof capacitor is prevented from ponding, which improves the insulation performance of the capacitor, can prevent the bottom plate of the capacitor from being broken down, and improves the test safety performance.