Snow cornices are a common snow pattern in cold regions, and their fracture and collapse can easily trigger avalanches. Despite numerous observations and experimental simulations on their formation process, the microscopic mechanism of their formation remains unclear. In this paper, based on wind-tunnel experiments and high-speed photography, experimental studies on the trajectory of particles surrounding the snow cornice were carried out. Results indicated that the cornice is composed of small-sized snow particles. Saltation is the most dominant moving pattern for particles adhering to cornice. Notably, particles at the edge exhibit lower impact velocities and a wider distribution of impact angles compared to those on the surface. Further analysis of force balance equations of particles at the edge explains the shape-forming mechanism of wedged-like snow cornice. This work enhances the understanding of the micro-mechanism of snow cornice formation, offering theoretical insights for avalanche prediction.