We present a wavelet analysis of supersonic shock-boundary-layer interaction. We have used direct numerical simulation data for supersonic flow over a compression ramp and performed orthogonal anisotropic wavelets. The wavelet-based method of extracting coherent structures is applied to the flow vorticity field, decomposed into coherent and incoherent contributions using thresholding of the wavelet coefficients. The statistics of the coherent part of vorticity are close to the statistics of the total field. The study aims to improve our understanding of the shock-boundary-layer interaction, the role of vorticity, and the relationship between the flow's coherent and incoherent vorticity components with the near-wall sound. Our analysis shows a substantial correlation between the incoherent part of vorticity components and wall-pressure fluctuations.