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In the present paper, thermal transport and entropy production mechanisms in a turbulent round jet of compressed nitrogen at supercritical thermodynamic conditions are investigated using a direct numerical simulation. First, thermal transport and its contribution to the mixture formation along with the anisotropy of heat fluxes and temperature scales are examined. Secondly, the entropy production rates during thermofluid processes evolving in the supercritical flow are investigated in order to identify the causes of irreversibilities and to display advantageous locations of handling along with the process regimes favorable to mixing. Thereby, it turned out that (1) the jet disintegration process consists of four main stages under supercritical conditions (potential core, separation, pseudo-boiling, turbulent mixing), (2) causes of irreversibilities are primarily due to heat transport and thermodynamic effects rather than turbulence dynamics and (3) heat fluxes and temperature scales appear anisotropic even at the smallest scales, which implies that anisotropic thermal diffusivity models might be appropriate in the context of both Reynolds-averaged Navier–Stokes (RANS) and large eddy simulation (LES) approaches while numerically modeling supercritical fluid flows.