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The effects of fluid–particle interaction on the temporal development of the compressible mixing layer is investigated using a linearization of the set of equations used to describe dilute two-phase flows with an Eulerian approach. The evolution of the characteristics of the most unstable perturbation as a function of the convective Mach number is studied, including the variation of the wave number, the maximum growth rate, and the obliquity of the disturbance. A parametric investigation is conducted on the influence of the particle inertia, mass loading, and specific heat. The results show the important influence of the particles on the three-dimensional perturbation amplification and the growth rate attenuation when compressibility effects increase.