We report the investigation of the self-assembly mechanism of nanofibers, using a small peptide amphiphile (NapFFKYp) as a model. Combining experimental and simulation methods, we identify the self-assembly pathways in the solution and on the substrates, respectively. In the solution, peptide amphiphiles undergo the nucleation process to grow into nanofibers. The nanofibers can further twist into high-ordered nanofibers with aging. On the substrates, peptide amphiphiles form nanofibers and nanosheet structures simultaneously. This surface-induced nanosheet consists of rod-like structures, and its thickness is substrate-dependent. Most intriguingly, water can transform the nanosheet into the nanofiber. Molecular dynamic simulation suggests that hydrophobic and ion-ion interactions are dominant forces during the self-assembly process.