We study the formation of five-dimensional string solutions including the Gregory-Laflamme (GL) black string, the Kaluza-Klein (KK) bubble, and the geometry with a naked singularity from the gravitational collapse. The interior solutions of five-dimensional Einstein equations describe collapsing non-isotropic matter clouds. It is shown that the matter cloud always forms the GL black string solution while the KK bubble solution cannot be formed. The numerical study seems to suggest that the collapsing matter forms the geometries with timelike naked curvature singularities, which should be taken cautiously as the general relativity is not reliable in the strong curvature regime.