This study investigates the shock transformation in an underexpanded jet in a confined duct when the jet total pressure is increased. Experimental study reveals that the Mach reflection (MR) in the fully underexpanded jet transforms to a regular reflection (RR) at a certain jet total pressure. It is observed that neither the incident shock angle nor the upstream Mach number varies during the MR-RR shock transformation. This is in contradiction to the classical MR-RR transformations in internal flow over wedges and in underexpanded open jets. This transformation is found to be a total pressure variation induced transformation, which is a new kind of shock transformation. The present study also reveals that the critical jet total pressures for MR-RR and RR-MR transformations are not the same when the primary pressure is increasing and decreasing, suggesting a hysteresis in the shock transformations. © 2017 Cambridge University Press.