Particulate Matter (PM) is an air pollutant that is classified according to its aerodynamic diameter into particles with a diameter of less than 10 µm (PM10), a diameter of less than 2.5 µm (PM2.5), and particles ultra-fine with a diameter less than 0.1 µm (PM0.1). PM10 is housed in the respiratory system, while PM2.5 and 0.1 can pass into the circulation to generate systemic alterations. Although several diseases associated with PM exposure, such as respiratory, cardiovascular, and central nervous system, have been documented to cause 4.2 million premature deaths per year worldwide. Few reviews address cellular and molecular mechanisms in the epithelial and endothelial cells of the tissues exposed to PM, which can cause these diseases, this being the objective of the present review. For this, a search was carried out in the NCBI and Google Scholar databases focused on scientific publications that addressed the expression of pro-inflammatory molecules, adhesion molecules, and oxidative radicals, among others, and their relationship with the effects caused by the PM. The main findings include the increase in pro-inflammatory cytokines and dysfunction in the components of the immune response; the formation of reactive oxygen species; changes in epithelial and endothelial function, evidenced by altered expression of adhesion molecules; and the increase in molecules involved in coagulation. Complementary studies are required to understand the molecular effects of harmful health effects and the future approach to strategies to mitigate this response.