The flow and heat transfer characteristics of a film jet inclined to different supersonic situations with a varying Mach number of the main flow were numerically investigated. In supersonic situations, complicated waves are generated by the obstacle of the film jet. In this work, extra pressure is exerted onto the film jet, causing better film attachment to the wall. The strengthening of attachment decreases mixing between the main flow and film jet, causing better film cooling. We observed multi-interfacial layered structures caused by the film jet under the complicated effect of shock waves. At the interfaces of the film jet and shock waves, additional pressure is exerted on the film towards the wall. The pressure increases as the Mach number of the main flow increases and contributes to the increased adhesion of the gas film, which causes the cooling enhancement under a supersonic condition. In the vicinity of the film hole exit, a local low pressure region is formed under the influence of the supersonic main flow. An aerodynamic convergent–divergent state was formed in the film hole, devastating the state of supersonic congestion of the film hole and further enhancing the film cooling effect.