Experiments show that the materials damage effects irradiated by intense CO2 laser can be divided into two types: the ablation and shock wave damage. The ablation is dominant when laser power density is lower than air breakdown threshold. When laser power density is higher than berakdown threshold, the shock wave damage becomes prime. Under our experimental condition, when strong laser beam irradiates on brittle targets such as infrared window materials MgF2, KCl, Ge, etc., small cracks or broken pieces are formed very easily. The damage effects are related to pulse energy, power density, pulse width and irradiated area on the target. The photographs of radiation damage are also given.