In this paper, we review some recent studies on compressible turbulence conducted by the authors' group, which include fundamental studies on compressible isotropic turbulence (CIT) and applied studies on developing a constrained large eddy simulation (CLES) for wall-bounded turbulence. In the first part, we begin with a newly proposed hybrid compact-weighted essentially nonoscillatory (WENO) scheme for a CIT simulation that has been used to construct a systematic database of CIT. Using this database various fundamental properties of compressible turbulence have been examined, including the statistics and scaling of compressible modes, the shocklet-turbulence interaction, the effect of local compressibility on small scales, the kinetic energy cascade, and some preliminary results from a Lagrangian point of view. In the second part, the idea and formulas of the CLES are reviewed, followed by the validations of CLES and some applications in compressible engineering problems.