The structural formation and evolution in high density polyethylene (HDPE) during the micro-injection molding process were investigated as a function of the mold temperature and injection speed utilizing an in situ synchrotron small angle X-ray scattering (SAXS) technique in conjunction with a portable micro-injection molding setup. It was found that shish-kebab structures were formed in all cases. The beginning of occurrence of shish is not much affected by the mold temperature, but the onset of the formation of kebab crystals is strongly dependent on the mold temperature. This mold temperature dependence of the kinetics of shish-kebab formation is attributed to the interplay between the crystallization rate in the outer layer and the formation rate of the shish-like structure, which was further evidenced by the multilayered structure of molded samples via ex situ microfocus scanning SAXS and wide angle X-ray diffraction (WAXD) measurements. On the other hand, the injection speed affects the long period of oriented lamellae and the dimension of the shish-like structure only slightly but influences the kinetics of structural formation evidently. The larger the injection speed, the earlier occurrence of oriented lamellae and shish formation is observed.