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Only a handful of supernovae (SNe) have been studied in multiwavelengths from the radio to X-rays, starting a few days after the explosion. The early detection and classification of the nearby Type IIb SN 2011dh/PTF 11eon in M51 provides a unique opportunity to conduct such observations. We present detailed data obtained at one of the youngest phase ever of a core-collapse SN (days 3-12 after the explosion) in the radio, millimetre and X-rays; when combined with optical data, this allows us to explore the early evolution of the SN blast wave and its surroundings. Our analysis shows that the expanding SN shock wave does not exhibit equipartition (εe/εB ~ 1000), and is expanding into circumstellar material that is consistent with a density profile falling like R-2. Within modelling uncertainties we find an average velocity of the fast parts of the ejecta of 15 000 ± 1800 km s-1, contrary to previous analysis. This velocity places SN 2011dh in an intermediate blast wave regime between the previously defined compact and extended SN Type IIb subtypes. Our results highlight the importance of early (~1 d) high-frequency observations of future events. Moreover, we show the importance of combined radio/X-ray observations for determining the microphysics ratio εe/εB. © 2013 The Authors Published by Oxford University Press on behalf of the Royal Astronomical Society.