Effects of solid particles in the gas-particle multiphase compressible turbulent mixing layer were investigated by direct numerical simulation, compared with the single phase turbulent mixing layer of which the net density ratio (sum of gas and particle densities) was set to be the same as the multiphase case. Here, the situation of solid rocket motor was considered, so that the Mach number and the density (temperature) ratio were set to be high and far from unity, respectively, and the solid particles were distributed only in one side of the mixing layer for the initial condition. Three-dimensional compressible gas-particle-multiphase Navier-Stokes equations in the Euler-Euler formulation were solved with an alternative weighted essentially non-oscillatory scheme with a positivity preserving limiter of the particle density for the multiphase flow computation. It was found that the existence of solid particles leads to the sparse structures of turbulence and suppresses the fine scale turbulent structures, especially for the JET side, which corresponds to the side where particles were initially distributed and the gas density was low. The growth rate of the mixing layer thickness for multiphase flow became smaller due to the change in flow. The change in flow structures also affected the properties of acoustic waves. The Mach wave like structures do not appear for the initially particle existing side for the multiphase flow due to the suppression of fine scale turbulent structures, compared with single phase flow.