Air pollution has a significant global impact on human health. Epidemiological evidence strongly suggests that airborne particulate matter (PM), the dust components of polluted air, is associated with increased incidence and mortality of lung cancer. PM2.5 (PM less than 2.5 µm) from various sources carries different toxic substances, such as sulfates, organic compounds, polycyclic aromatic hydrocarbons, and heavy metals, which are considered major carcinogens that increase lung cancer risk. The incidence and mortality of lung cancer caused by PM2.5 exposure may be due to significant geographical differences, and can be influenced by various factors, including local sources of air pollution, socioeconomic conditions, and public health measures. This review aims to provide comprehensive insights into the health implications of air pollution and to inform strategies for lung cancer prevention, by summarising the relationship between exposure to PM2.5 and lung cancer development. We explore the different sources of PM2.5 and relevant carcinogenic mechanisms in the context of epidemiological studies on the development of lung cancer from various geographical regions worldwide.