diff --git a/cmake_modules/BaseFunctions.cmake b/cmake_modules/BaseFunctions.cmake
index 86b821648d..27994adf50 100644
--- a/cmake_modules/BaseFunctions.cmake
+++ b/cmake_modules/BaseFunctions.cmake
@@ -327,6 +327,17 @@ function(dsn_setup_thirdparty_libs)
   set(DEFAULT_THIRDPARTY_LIBS ${THRIFT_LIB} fmt::fmt CACHE STRING "default thirdparty libs" FORCE)
 
   # rocksdb
+  file(GLOB ROCKSDB_DEPENDS_MODULE_PATH ${THIRDPARTY_ROOT}/build/Source/rocksdb/cmake/modules)
+  if(NOT ROCKSDB_DEPENDS_MODULE_PATH)
+    message(WARNING "Cannot find RocksDB depends cmake modules path, might not find snappy, zstd, lz4")
+  endif()
+  list(APPEND CMAKE_MODULE_PATH "${ROCKSDB_DEPENDS_MODULE_PATH}")
+  find_package(Snappy REQUIRED)
+  find_package(zstd)
+  find_package(lz4)
+  if(USE_JEMALLOC)
+    find_package(Jemalloc REQUIRED)
+  endif()
   find_package(RocksDB REQUIRED)
 
   # libhdfs
diff --git a/cmake_modules/FindSnappy.cmake b/cmake_modules/FindSnappy.cmake
new file mode 100644
index 0000000000..239b7c92b4
--- /dev/null
+++ b/cmake_modules/FindSnappy.cmake
@@ -0,0 +1,38 @@
+# Licensed to the Apache Software Foundation (ASF) under one
+# or more contributor license agreements.  See the NOTICE file
+# distributed with this work for additional information
+# regarding copyright ownership.  The ASF licenses this file
+# to you under the Apache License, Version 2.0 (the
+# "License"); you may not use this file except in compliance
+# with the License.  You may obtain a copy of the License at
+#
+#   http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing,
+# software distributed under the License is distributed on an
+# "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+# KIND, either express or implied.  See the License for the
+# specific language governing permissions and limitations
+# under the License.
+
+# - Find SNAPPY (snappy.h, libsnappy.a, libsnappy.so, and libsnappy.so.1)
+# This module defines
+#  SNAPPY_INCLUDE_DIR, directory containing headers
+#  SNAPPY_SHARED_LIB, path to snappy's shared library
+#  SNAPPY_STATIC_LIB, path to snappy's static library
+#  SNAPPY_FOUND, whether snappy has been found
+
+find_path(SNAPPY_INCLUDE_DIR snappy.h
+  # make sure we don't accidentally pick up a different version
+  NO_CMAKE_SYSTEM_PATH
+  NO_SYSTEM_ENVIRONMENT_PATH)
+find_library(SNAPPY_SHARED_LIB snappy
+  NO_CMAKE_SYSTEM_PATH
+  NO_SYSTEM_ENVIRONMENT_PATH)
+find_library(SNAPPY_STATIC_LIB libsnappy.a
+  NO_CMAKE_SYSTEM_PATH
+  NO_SYSTEM_ENVIRONMENT_PATH)
+
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args(Snappy REQUIRED_VARS
+  SNAPPY_SHARED_LIB SNAPPY_STATIC_LIB SNAPPY_INCLUDE_DIR)
diff --git a/thirdparty/CMakeLists.txt b/thirdparty/CMakeLists.txt
index d41da9e525..4cfaf1438b 100644
--- a/thirdparty/CMakeLists.txt
+++ b/thirdparty/CMakeLists.txt
@@ -404,7 +404,7 @@ set(ROCKSDB_OPTIONS
         -DWITH_TESTS=OFF
         -DWITH_GFLAGS=OFF
         -DUSE_RTTI=ON
-        -DROCKSDB_BUILD_SHARED=OFF
+        -DROCKSDB_BUILD_SHARED=ON
         -DCMAKE_BUILD_TYPE=Release
         -DWITH_JEMALLOC=${USE_JEMALLOC}
         -DJEMALLOC_ROOT_DIR=${TP_OUTPUT}