We present a simulation of isothermal supersonic (rms Mach number $mathcal{M}_{rm rms} sim 3$) turbulent gas with inertial particles (dust) and self-gravity in statistical steady-state, which we compare with a corresponding simulation without self-gravity. The former is in steady state, but close to gravitationally unstable, since we match the scale of the simulation box with Jeans wavelength, which provides the strongest influence of gravity on the dynamics of gas and dust without causing irreversible gravitational collapses. We find that self-gravity does not cause any significant increase in clustering of particles, regardless of particle size, but heavy particles show elevated mean velocities in the presence of self-gravity. The speed distributions are significantly shifted to higher values compared to simulations without self-gravity, but maintains the same shape.