By direct numerical simulations, the particle dispersion is systematically investigated in a three-dimensional spatially developing compressible mixing layer. The convective Mach number is 1.2 and particles interact with fluid through both the one- and two-way coupling. Six simulations are conducted with different particle diameters (Stokes numbers) or particle back-reaction. The compressible mixing layer is characterized by various vortical structures and unsteady shocklets, which both have significant effects on the dispersion of particles. The particles tend to accumulate in the peripheries of the vortical structures with high density, low vorticity, and high strain rate inside the mixing layer, as well as the high-density regions behind the shocklets outside the mixing layer. Due to the sweep and ejection effects, the particles from the high-speed side cluster in the high-speed streaks while those from the low-speed side collect in the low-speed steaks. Also, the particle mixing between the two streams skews towards the low-speed side. Compared with the other cases, medium particles show the strongest preferential concentration in the peripheries of vortices while small particles exhibit the most significant tendency to accumulate behind the shocklets. As the Stokes number decreases, the particle mixing is enhanced with more significant deviation towards the low-speed side. Besides, the particle back-reaction on fluid attenuates the preferential concentration. Outside the mixing layer, the number of the compression regions of the particle dispersion decreases, but the particles have stronger concentration behind the residual shocklets. The particle mixing as well as the skewness towards the low-speed side is also attenuated under the two-way coupling, which is attributed to the reduction of the vortex number and the centrifugal effects on particles.