The effects of droplet evaporation on turbulence characteristics are systematically investigated in a three-dimensional spatially developing supersonic mixing layer at the convective Mach number of 1.2 via direct numerical simulation. With the point-particle approach, the fluid–droplet interactions are achieved through the two-way coupling in the Eulerian–Lagrangian frame. Two droplet-laden simulations with different diameters are conducted and compared with the droplet-free mixing layer, where the dispersion and evaporation of droplets, and the turbulent structures and fluctuations are analyzed. The droplets tend to accumulate in the peripheries of vortices with high density, low vorticity, and low temperature and show preferential concentration in the high-density regions behind shocklets on the cold side. Some droplets entrained into the mixing layer can collect in the vortex cores with high vorticity, where the droplets evaporate and absorb heat. Compared with large droplets, small droplets evaporate more rapidly and produce more vapor. Consequently, the vorticities and Reynolds stresses in the initial shear layer are enhanced by small droplets, but reduced by large droplets. Nevertheless, the small and large droplets both augment the turbulent structures and fluctuations in the fully developed region. Thus, the mixing layer thickness is enhanced with stronger turbulence anisotropy, and the degree of enhancement increases as the droplet size decreases. In addition, the droplet evaporation attenuates the density fluctuation, but augments the fluctuations of temperature and pressure. The vapor mass fraction fluctuation exhibits two peaks in the hot and cold stream, which are both enhanced with the decrement of the droplet diameter.