X-ray phase contrast imaging (XPCI) is more sensitive to density variations than X-ray absorption radiography, which is a crucial advantage when imaging weakly-absorbing, low-Z materials, or steep density gradients in matter under extreme conditions. Here, we describe the application of a polychromatic X-ray laser-plasma source (duration ~0.5 ps, photon energy >1 keV) to the study of a laser-driven shock travelling in plastic material. The XPCI technique allows for a clear identification of the shock front as well as of small-scale features present during the interaction. Quantitative analysis of the compressed object is achieved using a density map reconstructed from the experimental data.