Recent advances in simulations and observations of galaxy clusters suggest that there exists a physical outer boundary of massive cluster-size dark matter haloes. In this work, we investigate the locations of the outer boundaries of dark matter and gas around cluster-size dark matter haloes, by analyzing a sample of 65 massive dark matter halos extracted from the Omega500 zoom-in hydrodynamical cosmological simulations. We show that the location of accretion shock is offset from that of the dark matter splashback radius, contrary to the prediction of the self-similar models. The accretion shock radius is larger than all definitions of the splashback radius in the literature by 20-100%. The accretion shock radius defined using the steepest drop in the entropy pressure profiles is approximately 2 times larger than the splashback radius defined by the steepest slope in the dark matter density profile, and it is ~1.2 times larger than the edge of the dark matter phase-space structure. We discuss implications of our results for multi-wavelength studies of galaxy clusters.