An increasing number of studies have shown that particulate matter (PM) exposure can produce damaging effects on respiratory and cardiovascular systems, however, whether PM can enter the brain and produce neurotoxicity has been an important research question for PM health effects in recent years. In this review, we discuss the health risks of PM (mainly PM2.5) on the central nervous system (CNS) in age-specific cohorts, exposure pathways and molecular mechanisms by reviewing the latest in vivo and in vitro evidence from relevant experimental and epidemiological studies. The sensitivity and vulnerability to PM2.5 exposure varied across different cohorts, especially in the children, the elderly groups and occupational populations working in dusty environments. PM2.5 may affect the CNS directly or indirectly through the blood-brain barrier, olfactory nerve, optic nerve, microbiota-gut-brain axis, and nasal microbes. They exert neurotoxicological effects by inducing oxidative stress, inflammation, mitochondrial dysfunction, neuronal apoptosis, synaptic damage, DNA methylation, cellular autophagy, blood homeostasis imbalance and metabolic disturbance. This review presents the requirements for further research on the neurotoxicological effects of PM2.5 exposure, points out future research orientations in this field and provides a theoretical basis and prevention strategies for alleviating the adverse effects of PM2.5 exposure to the CNS.