Snow penitentes form in sublimation conditions by differential ablation. Here we investigate the physical processes at the initial stage of penitente growth and perform the linear stability analysis of a flat surface submitted to the solar heat flux. We show that these patterns do not simply result from the self-illumination of the surface-a scale-free process-but are primarily controlled by vapor diffusion and heat conduction. The wavelength at which snow penitentes emerge is derived and discussed. We found that it is controlled by aerodynamic mixing of vapor above the ice surface.