An experimental study was performed to examine effects of compressibility on film cooling effectiveness for coolant flowing from cylindrical holes in a flat plate. The incoming flow Mach number was set at 0.07, 0.30, 0.50 and 0.70. The Pressure Sensitive Paint (PSP) technique, which is based on a mass transfer analogy, was used to map the adiabatic film cooling effectiveness distribution on the surface of interest. The high-resolution PSP measurement result showed that there was marginal enhancement of film cooling performance for higher Mach number flow comparing to the Ma=0.07 case. A high-resolution Particle Image Velocimetry (PIV) system was also used to conduct detailed flow field measurements to uncover the underlying physics of film cooling in the high speed flow, which showed similar flow field measurement results at M=0.4 for both Ma=0.07 and 0.30 cases, but slightly different ensemble-averaged velocity distribution was found for M=1.25 case.