The dynamic mechanical behavior of aluminum foam sandwich shells subjected to air blast loading was investigated numerically in this paper. The nonlinear compressibility of the air and finite shock conditions were taken into account in the FE model. Numerical simulation results show that the core compression strain plays the key role of energy absorption, and increases approximately linearly with normalized impulse, and reduces with increasing relative density and the ratio of face thickness and core thickness. An increase of the impulse will delay the equalization of top and bottom face velocities of sandwich shell, but there is a maximum in the studied bound. A limited study of weight optimization is carried out for sandwich shell with respect to the respective geometric parameters, including face sheet and core thiclness and relative density. The numerical results are of worth to theoretical prediction and engineering application of cellular metal sandwich structures.