To determine the nonlinear elastic response of diamond, single crystals were shock compressed along the [100], [110], and [111] orientations to 120 GPa peak elastic stresses. Particle velocity histories and elastic wave velocities were measured by using laser interferometry. The measured elastic wave profiles were used, in combination with published acoustic measurements, to determine the complete set of third-order elastic constants. These constants represent the first experimental determination, and several differ significantly from those calculated by using theoretical models.