What+how makes higher energy photon has shorter in wavelength?
I know this question maybe like... 'asking the truth that cannot be proven', however, I do like to know if somebody have the answer.
Thanks 
you're looking at it backwards  a photon with a higher frequency = shorter wave length by definition has more energy.

What I know about is frequency mean no. cycles completed per second. Then I should ask why and how this frequency make higher energy of photon?
(But this is weird, this bring me an image of photon energy is contain at these numbers of cycles, besides, the no. of cycles may differ at different time interval) 
photon is a particle ...and in quantum physics u should follow the rule of particlewave duality. then wave length is inversely proportional to frequency...so when this last one is big the other is small and vice versa

Observable photons are generated by oscillating charges (currents), the frequency of the photon is equal to the frequency of these oscillations.
Do you understand why it takes more energy to oscillate an electron rapidly then slowly? Then you understand why a high frequency electron has more energy then a low frequency one. 
I don't know if it helps at all but kinetic energy is proportional to the square of a particle's velocity, i.e. its energy is dominated by its velocity.
As in, KE = .5mV^2 
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OK, I'll tackle this one as well.... Forget about "photons" and E=mc^2 stuff. Let's just look at how we measure "energy" and use just simple, classical wave theory, shall we? Now, if you look at simple wave theory, you'll see that the "energy" of the wave is related to the amplitude of the wave. Now, let's apply this to something simple such as a massspring system. the mass spring system will have more energy if the amplitude of oscillation is larger. So far, so good. Now, what if I have two massspring system, having the SAME amplitude, but oscillating with different frequencies? For the same of argument, let's have system 1 having frequency f1, while system 2 having frequency f2, where f2 = 2*f1. Now, even though both are oscillating at the same amplitude, system 2 would have produced TWICE the energy of system 1 within the same time frame. In other words, system two has produced more POWER. Now go back to one of the things I've asked you to consider, which is on how we measure energy. If you have a photodetector, you often have to specify if you're measuring power, or energy over a period of time. This means that the detector will open its "window of detection" for a period of time and then shuts it off and spew at you the "energy" that it has received over that period of time. So if you have two "EM waves" coming at you, but one with a higher frequency, then the one with a higher frequency would have made more "oscillations" per second than the one with a lower frequency and thus, deposited more energy within that time frame. So even without invoking the photon picture, one can easily explain such a thing, and this is where both the wave picture and the photon picture agrees with each other. Zz. 
Re: What+how makes higher energy photon has shorter in wavelength?
I'd like to offer an explanation as well since I was thinking about this for my physics final tomorrow morning. I think definitions of these terms helps: wavelength is the distance 1 cycle travels and frequency is amount of cycles in a given time. Equations aside, you have two waves, one of longer wavelength W1 and one of shorter wavelength W2. I see it as if they both travel a certain distance, you'll see that there are fewer cycles of W1 than W2 because its wavelength is longer. Because there are fewer cycles for the wave with the longer wavelength, its frequency is smaller. If the frequency is smaller, it's not oscillating as much and therefore has a smaller energy. I hope that was logical!
K 
Re: What+how makes higher energy photon has shorter in wavelength?
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If you increase the energy of the photon (better the electromagnetic fields) you get a contraction of the time (periodicity) of the fields itself, since the phase of a field must be lorentz invariant. The variation of the energy of a fields (or particle) can be interpreted as a time dilatation/contraction effect. 
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