Thermoelastic martensitic transformation (MT) plays a vital role in shape memory effects and superelasticity of various alloys. To understand the self-accommodation mechanism of the MT of Zr-Co-Pd alloys, which demonstrate typical MT from B2 to B33 structure, the configuration of the alloy's martensite variants and their crystallographic relationship were investigated by electron backscatter diffraction, transmission electron microscopy, and high-angle annular dark-field scanning transmission electron microscopy. Results suggest that two habit plane variants (HPVs) bounded by {021}(B33) compound twinning are formed around each < 100> (B2) axes of the B2 parent phase. It is determined that the minimum self-accommodation unit, to relax the strain energy accompanying MT, is a pair of trapezoid- or triangle-shaped HPVs. No lattice invariant shear exists in the martensite variants with a trapezoid- or triangle-shape. In the latter stage of MT, each HPV pair may contact and impinge on {110}(B2) plane of B2 parent phase, which is shear and shuffling plane on MT. The combination of the four variants forms the roof-type morphology.