Alzheimer’s disease (AD) is an irreversible neurodegenerative disease that leads to dementia, health impairment, and high economic cost. Allergic rhinitis (AR) is a chronic inflammatory and allergic disease of the respiratory system that leads to health problems and has major effects on the daily lives of patients and their caregivers. Particulate matter (PM) refers to air pollutants 2.5 μm or less in diameter that are a source of concern because of their role in numerous diseases, including AR and other neurodegenerative diseases. To date, no study has demonstrated how PM2.5 exacerbates AR and results in AD. We conducted a national population-based cohort study by obtaining patient data from the National Health Insurance Research Database of Taiwan for the 2008–2013 period. PM2.5 concentration data were obtained from the ambient air quality monitoring network established by the Environmental Protection Administration of Taiwan. Monthly PM2.5 exposure levels were categorized into quartiles from Q1–Q4. The Cox proportional hazards analysis, after adjusting for age, sex, low income, and urbanization level, revealed that patients with AR had an elevated risk of developing AD (hazard ratio (HR): 2.008). In addition, the cumulative incidence of AD in the AR group was significantly higher than in the comparison group. The PM2.5 levels at Q2–Q4 (crude HR: 1.663–8.315; adjusted HR: 1.812–8.981) were stratified on the basis of the PM2.5 exposure group and revealed that AR patients exposed to PM2.5 are significantly prone to develop AD. In addition, the logistic regression analyses, after adjustment, demonstrated that an increase in the PM2.5 exposure level at Q2–Q4 (adjusted odds ratio (OR): 2.656–5.604) increased the risk of AR in AD patients. In conclusion, an increased PM2.5 exposure level could be correlated with AR, which could in turn cause AD. AR increased the risk of AD, in which exposure to PM2.5 increases the higher probability of AD.