The heating of particles in a dilute suspension, for instance by radiation, chemical reactions or radioactivity, leads to local temperature fluctuations in the fluid due to the non-uniformity of the disperse phase. In presence of a gravity field, the fluid is set in motion by the resulting buoyancy forces. When the particle density is different than the fluid, the fluid motion alters the spatial distribution of particles and possibly strengthens their concentration inhomogeneities. This in turn causes more intense local heating. Direct numerical simulations in the Boussinesq limit show this feedback loop. Various regimes are identified depending on the particle inertia. For very small particle inertia, the macroscopic behavior of the syste...