Abstract: The experimental research on the mechanics of compressible turbulence has long been a serious challenge. Major difficulties exist in the development of non-intrusive techniques for measuring fine structures with high spatiotemporal resolution and the technique of low-noise high-speed wind tunnel design. With the aid of the newly developed nano-tracer planar laser scattering (NPLS) technique and the successful design of the low-noise-level supersonic/hypersonic wind tunnel, the experimental researches on compressible turbulence advanced rapidly. Recent progresses achieved by our research group in the study of non-intrusive techniques such as NPLS, background oriented schlieren (BOS) and particle image velocimetry (PIV), and their applications in measuring fine structures in high-speed flows are reported in this paper., including the transition of supersonic mixing layer and boundary layer, the supersonic flow field around a body and their wake flow, the interaction between shock wave and turbulent boundary layer. The studies of the aero-optics in above flow fields are also introduced. The future prospects of the experimental research on the mechanics of compressible turbulence are also discussed here. At the end of paper, the research on turbulence mechanism, which is now under way, and its potential contributions to engineering modeling of turbulence are also elucidated.