Reflectivity of shocked compressed xenon plasma is calculated within the framework of the density functional theory approach. Dependencies on the frequency of incident radiation and on the plasma density are analyzed. The Fresnel formula for the reflectivity is used. The longitudinal expression in the long-wavelength limit is applied for the calculation of the imaginary part of the dielectric function. The real part of the dielectric function is calculated by means of the Kramers-Kronig transformation. The results are compared with experimental data. The approach for the calculation of plasma frequency is developed.