A numerical method was developed to directly simulate the compressible, particle-laden turbulent jets.The fourth order compact finite difference schemes were used to discretize the space derivatives. The Lagrangian method was adopted to simulate the particle motion based on one-way coupling. It is found that the turbulent intensity profiles attain self-similar status in the jet downstream regions. At the Stokes number of 1, particles are concentrated largely in the outer boundaries of the large-scale vortex structures with the most uneven distribution and the widest dispersion in the lateral direction. Particles at the much smaller Stokes numbers are distributed evenly in the flow field, and the lateral dispersion is also considerable. Distribution of particles at much larger Stokes numbers is more uniform and the lateral dispersion becomes small. In addition, the inflow conditions have different effects on the particle dispersion. The direct numerical simulation (DNS) results accord with the previous experiments and numerical studies.