The propagation of magneto-thermoelastic disturbances in an elastic half-space caused by the application of a thermal shock on the stress-free bounding surface in contact with vacuum is investigated. The theory of thermoelasticity III proposed by Green and Naghdi is used to study the interaction between elastic, thermal, and magnetic fields. Small-time approximations of solutions for displacement, temperature, stress, perturbed magnetic fields both in the vacuum and in the half-space are derived. The solutions for displacement, temperature, stress, perturbed magnetic field in the solid consist of a dilatational wave front with attenuation depending on magneto-thermoelastic coupling and also consists of a part diffusive in nature due to the damping term present in the heat transport equation, while the perturbed field in vacuum represents a wave front without attenuation traveling with Alfv'en acoustic wave speed. Displacement and temperatures are continuous at the elastic wave front, while both the stress and the perturbed magnetic field in the half-space suffer finite jumps at this location. Numerical results for a copper-like material are presented.