Rude Awakening is the first live album by American heavy metal band Megadeth. The album was released by Sanctuary Records in 2002, and is the last release before the band broke up in 2002. It was released in both CD and DVD formats.

The album was originally going to be recorded live at a concert in Argentina, but due to the September 11, 2001 attacks, the band decided to record it live in the United States.

Tracks on the album are taken from two live concerts, performed two nights in a row in November 2001. The first night was at the Rialto Theater in Tucson, Arizona, followed the next day by an almost identical performance (to ensure clean audio and video footage, and for a variety of editing options), at the Web Theater in Phoenix, Arizona. Dave Mustaine dedicated the performance of "A Tout le Monde" to the victims of the September 11th attacks and mentions this before performing it. Two previously unreleased tracks from the concert, "The Conjuring" and "Time: The Beginning"/"Use the Man" were released on Still Alive... and Well? (which also features "In My Darkest Hour", "Sweating Bullets", "Symphony of Destruction" and "Holy Wars... The Punishment Due"). "Silent Scorn" can be heard as a tape outro for the band during "Holy Wars".

The tracks on the DVD are all from the second show at the Web Theater in Phoenix, Arizona on November 17, 2001. For the bonus features of the DVD they used recordings from the show in Tucson, Arizona,

This is the only Megadeth album which does not include the band logo or title on the immediate cover. It is located on the side bar of the album instead. The album's cover was designed by graphic designer Storm Thorgerson (noted for his work with Pink Floyd) and Peter Curzon.

This was the end of this line-up of the band. Al Pitrelli and Jimmy DeGrasso played their final show. Dave Ellefson left the band because he wasn't satisfied with his share of the band's earnings. In 2010 he returned to the band. The DVD was certified gold in the US and Canada.