Geogenic and anthropogenic sources of atmospheric particulate and CO2 can lead to threats to human health in volcanic areas. Although the volcanic CO2 hazard is a topic frequently debated in the related scientific literature, space and time distribution of PM2.5 are poorly known. The results of combined CO2/PM2.5 surveys, carried out at Salina, Stromboli, and Vulcano islands (Aeolian archipelago, Italy) in the years 2020–2021, and integrated with investigations on bioaccumulation of metallic particulate matter by the mean of data on the magnetic properties of oleander leaves, are presented in this work. The retrieved results indicate that no significant anthropogenic sources for both CO2 and PM2.5 are active in these islands, at the net of a minor contribution due to vehicular traffic. Conversely, increments in volcanic activity, as the unrest experienced by Vulcano island since the second half of 2021, pose serious threats to human health, due to the near-ground accumulation of CO2, and the presence of suspended micro-droplets of condensed hydrothermal vapor, fostering the diffusion of atmophile viruses, such as the COVID-19. Gas hazard conditions can be generated, not only by volcanic vents or fumarolic fields, but also by unconventional sources, such as the outgassing from shallow hydrothermal aquifers through drilled or hand-carved wells.