There is an enormous gap between the practice and theory in understanding the thickening process, and neither can explain the thickening process satisfactorily. The special feature of thickening process is the creation of a well-defined solid-liquid interface as they settle. In this paper, the mechanism of interface formation during the sedimentation of concentrated suspension (thickening) is investigated hydrodynamically from a microcosm consisting of four particles in a same plane and smaller particle below. The trajectories of the five particles are calculated from superposition of the pairwise two particle hydrodynamic mobility tensor. The critical separation distances are calculated as a function of particle size ratio and the separation distance. Thus, the mechanism of interface formation can be explained. This conforms to the trend of existing observations of suspension behavior.