problem with colliders

Sometimes, one collider just go through another. Why this could happens?One collider is thin plane, and other is fast moving sphere. P.S. Sorry for my english.

If its Unity5, try using “Continuous collision detection”
More info about it:

Its its Unity4.x, see here for resources/scripts: Fast Projectiles « Unity Coding – Unity3D (see comments also)

thanks a lot!