comboBox = new JComboBox();
comboBox.addMouseListener(new MouseAdapter() {
    public void mouseClicked(MouseEvent arg0) {
        }
        });

------解决方案--------------------

终于搞定啦。。。先看代码
Java code
Component xx=comboBox.getComponent(0);
                    xx.addMouseListener(new MouseAdapter() {
                public void mouseClicked(MouseEvent arg0) {
                    System.out.println("我是那个小三角我被按了");
                    
                }

            });