The objective of this study is to understand the dynamics of a high-speed particle-laden under-expanded jet, motivated by landings on extraterrestrial bodies. In this setup, inertial particles are entrained and accelerated by an under-expanded jet. But, due to their inertia, the particle velocity is significantly lower than that of the surrounding gas close to the nozzle, so the two phases are coupled through aerodynamic drag. Sub-micron oil droplets are dispensed upstream to serve as tracers, whose velocity is determined through a PIV system; inertial particles, after image segmenting is performed to separate them from PIV data, will be tracked over time with a PTV system. This was accomplished with a single laser pulse and the camera straddle time to produce image pairs and shorten the pulse width. The results will help to understand particle-laden flow in a new regime where the background flow is compressible and the Mach number based on the slip velocity is not negligible, which may help to pave a foundation for future studies in compressible multiphase flows.