When a low density fluid is discharged from a round nozzle, side jets that are radial ejections of jet fluid may be generated at the initial region of the jet. The density ratio between the jet fluid and the ambient fluid is a main parameter for the side-jet formation. Since the side-jet formation is also related to the instability of shear layer, it depends on the velocity gradient of the shear layer in the jet. The velocity gradient is evaluated by a ratio of the momentum thickness and the nozzle diameter at the nozzle exit. Compressibility suppresses the instability and the generation of the side jets. The compressibility is evaluated by a Mach number, which is a ratio defined by an issuing velocity of the jet and a sound velocity in the ambient fluid. Influence of these three parameters on the side-jet formation was examined experimentally. Existence of side jets was confirmed by flow visualization using a laser sheet. Moreover, velocity fluctuations in the core region were measured using a hot-wire anemometer during the side-jet formation.