A shock absorber, in which external gas is sucked by movement of a piston rod to obtain compressed gas, which is used for inhibiting the “lag” phenomenon. A piston valve is connected to one end of a piston rod received in an inner shell and moved between rebound and compression strokes, an inner space of the inner shell being divided into a rebound chamber and a compression chamber by the piston valve. A reservoir chamber is provided in an outer shell outside of the inner shell to supply oil to the compression chamber in the rebound stroke and to recover oil in the compression stroke. The shock absorber has a high pressure tank with a high pressure chamber installed outside of the outer shell, and a self pumping unit for sucking gas and pumping it into the high pressure chamber using energy generated by movement of the piston rod.