Because the three-dimensional large-scale vortex structures dominate the dispersion of particles at intermediate Stokes numbers in shear layers, there is interest in understanding the two-way thermal coupling effect in droplet–gas flows for practical combustion applications. Using pseudo-spectral and Lagrangian approaches, three-dimensional two-way thermally coupled droplet-laden mixing layers are studied with hot air and cool water droplets. Higher air density is observed around the region of the interface of the two streams and, thus, thermal contraction occurs in this region. This thermal contraction results in an increase of the magnitude of the vorticity field, a more unstable flow, a higher droplet concentration and a lower droplet dispersion across the mixing layer.