Sleet is made of falling ice pellets. To get sleet, you have to have a certain set of temperature layers set-up in the atmosphere above the surface. Sleet begins as snowflakes in a high layer of cold air. Next, those flakes fall into a middle layer of warm air and melt into raindrops. Finally, the drops fall into a bottom layer of cold air near the surface and re-freeze into ice pellets (sleet).