Airborne particulate matter (PM) is of great concern in the modern-day atmosphere owing to its association with a variety of health impacts, such as respiratory and cardiovascular diseases. Of the various size fractions of PM, it is the finer fractions that are most harmful to health, in particular ultrafine particles (PM0.1; UFPs), with an aerodynamic diameter ≤ 100 nm. The smaller size fractions, of ≤2.5 µm (PM2.5; fine particles) and ≤0.1 µm (PM0.1; ultrafine particles), have been shown to have numerous linkages to negative health effects; however, their collection/sampling remains challenging. This review paper employed a comprehensive literature review methodology; 200 studies were evaluated based on the rigor of their methodologies, including the validity of experimental designs, data collection methods, and statistical analyses. Studies with robust methodologies were prioritised for inclusion. This review paper critically assesses the health risks associated with fine and ultrafine particles, highlighting vehicular emissions as the most significant source of particulate-related health effects. While coal combustion, diesel exhaust, household wood combustors’ emissions, and Earth’s crust dust also pose health risks, evidence suggests that exposure to particulates from vehicular emissions has the greatest impact on human health due to their widespread distribution and contribution to air pollution-related diseases. This article comprehensively examines current sampling technologies, specifically focusing on the collection and sampling of ultrafine particles (UFP) from ambient air to facilitate toxicological and physiochemical characterisation efforts. This article discusses diverse approaches to collect fine and ultrafine particulates, along with experimental endeavours to assess ultrafine particle concentrations across various microenvironments. Following meticulous evaluation of sampling techniques, high-volume air samplers such as the Chem Vol Model 2400 High Volume Cascade Impactor and low-volume samplers like the Personal Cascade Impactor Sampler (PCIS) emerge as effective methods. These techniques offer advantages in particle size fractionation, collection efficiency, and adaptability to different sampling environments, positioning them as valuable tools for precise characterisation of particulate matter in air quality research and environmental monitoring.