The urbanization and industrialization in China is accompanied by bad air quality, and the prevalence of asthma in Chinese children has been increasing in recent years. To investigate the associations between ambient PM levels and asthmatic and allergic diseases or symptoms in preschool children in China, we assigned PM exposure data from the Global Burden of Disease (GBD) project to 205 kindergartens at a spatial resolution of 0.1° × 0.1° in six cities in China (Shanghai, Nanjing, Chongqing, Changsha, Urumqi, and Taiyuan). A hierarchical multiple logistical regression model was applied to analyze the associations between kindergarten-level PM exposure and individual-level outcomes of asthmatic and allergic symptoms. The individual-level variables, including gender, age, family history of asthma and allergic diseases, breastfeeding, parental smoking, indoor dampness, interior decoration pollution, household annual income, and city-level variable-annual temperature were adjusted. A total of 30,759 children (average age 4.6 years, 51.7% boys) were enrolled in this study. Apart from family history, indoor dampness, and decoration as predominant risk factors, we found that an increase of 10 μg/m of the annual PM was positively associated with the prevalence of allergic rhinitis by an odds ratio (OR) of 1.20 (95% confidence interval [CI] 1.11, 1.29) and diagnosed asthma by OR of 1.10 (95% CI 1.03, 1.18). Those who lived in non-urban (vs. urban) areas were exposed to more severe indoor air pollution arising from biomass combustion and had significantly higher ORs between PM and allergic rhinitis and current rhinitis. Our study suggested that long-term exposure to PM might increase the risks of asthmatic and allergic diseases or symptoms in preschool children in China. Compared to those living in urban areas, children living in suburban or rural areas had a higher risk of PM exposure.