We have studied formation of planetesimals at a radial pressure bump in a protoplanetary disk created by radially inhomogeneous magnetorotational instability (MRI), through three-dimensional resistive MHD simulations including dust particles. In our previous papers, we showed that the inhomogeneous MRI developing in non-uniform structure of magnetic field or magnetic resistivity can transform the local gas flow in the disk to a quasi-steady state with local rigid rotation that is no more unstable against the MRI. Since the outer part of the rigid rotation is super-Keplerian flow, a quasi-static pressure bump is created and dust concentration is expected there. In this paper, we perform simulations of the same systems, adding dust particles that suffer gas drag and modulate gas flow via the back-reaction of the gas drag (dust drag). We use O(10^7) super-particles, each of which represents many dust particles with sizes of centimeter to meter. We have found that the dust drag suppresses turbulent motion to decrease the velocity dispersion of the dust particles while it broadens the dust concentrated regions to limit peaky dust concentration, compared with the simulation without the dust drag. We found that reduction in the velocity dispersion) is dominated over the suppression in particle concentration. For meter-size particles with the friction time ~1/Omega, where Omega is Keplerian frequency, the gravitational instability of the dust particles that may lead to planetesimal formation is expected. For such a situation, we further introduced the self-gravity of dust particles to the simulation to demonstrate that several gravitationally bound clumps are actually formed. Through analytical arguments, we found that the planetesimal formation from meter-sized dust particles can be possible at ~5AU, if dust spatial density is a few times larger than that in the minimum mass solar nebula.