Turbulent flows laden with particles are widely encountered in a great number of natural physical processes and in a host of industrial and environmental applications. In these flows there exist complex interactions between inertial particles, flow turbulence and heat transfer, many of which have not yet been adequately investigated and still remain open questions. In this talk, we will present the results of direct numerical simulations of particle-laden spatially developing turbulent boundary layer flows, using a two-way coupled Eulerian-Lagrangian approach. The main focus of this work is to discuss the effects of inertial particles on turbulent flow, heat transfer and turbulent coherent structures, as well as the phenomenon of particle preferential concentration in the flat-plate turbulent boundary layer. The underlying physical mechanisms of turbulence modulation caused by particles will be analyzed from various aspects.