Sleet is just frozen rain

Those frozen pellets of ice that now and then coat the streets and make life difficult are simply explained – it's rain, that's all!
Sleet forms when moisture (rain) passes through a warm layer of the atmosphere then enters a freezing layer of the atmosphere closer to the surface of the earth.
Sleet is not as common of an occurrence as freezing rain. Sleet, however, often occurs when the weather is transitioning from freezing rain to snow.