The mechanism of shocklets is studied theoretically and numerically for the stationary fluid, uniform compressible flow, and boundary layer flow. The conditions that trigger shock waves for sound wave, weak discontinuity, and Tollmien-Schlichting (T-S) wave in compressible flows are investigated. The relations between the three types of waves and shocklets are further analyzed and discussed. Different stages of the shocklet formation process are simulated. The results show that the three waves in compressible flows will transfer to shocklets only when the initial disturbance amplitudes are greater than the certain threshold values. In compressible boundary layers, the shocklets evolved from T-S wave exist only in a finite region near the surface instead of the whole wavefront.