Dense particles in highly compressible gas flows are analyzed using the Eulerian-Eulerian approach. Simulations are applied to a High Velocity Oxy-Fuel (HVOF) thermal spray torch. In this analysis, by using a fully Eulerian approach, the dispersed flow like the continuous flow is considered in the Eulerian frame whereby most of the physical aspects of the gas-particle flow in the HVOF process can be incorporated. These two phases are coupled through momentum and energy exchanges that are expressed in the form of source terms appearing in the governing equations. The numerical simulations show large variations in gas velocity and temperature both inside and outside the torch due to flow features such as mixing layers, shock waves, and expansion waves. The characteristics of the particles such as velocity and temperature are analyzed.