The entry of small celestial bodies such as cometary nuclei, asteroids and their large fragments, into a planetary atmosphere is accompanied by an “explosion”, i.e., sudden rise in brightness and the generation of a “blast” shock wave, like the 2013 Chelyabinsk event. Fully analytic approach to the phenomenon is developed taking into account aerodynamic crushing of the body and transversal expansion of the crushed mass, that leads to impulse generation of hot plasma and a “blast” shock wave in the thin “exploding” layer.