Accumulating research suggested that long-term exposure to fine particulate matter (PM2.5) is related to cardiovascular disease (CVD). However, evidence regarding the relationship between PM2.5 and CVD risk factors remains inconsistent. We hypothesized that this association may be partially modified by socioeconomic status (SES). To investigate the relationships and to test the modifying effect of SES, we included baseline data for 21,018 adults from September 2017 to May 2018. PM2.5 concentrations were determined by employing an amalgamation of linear measurements obtained from monitoring stations located near the participants' residential and workplace addresses. We assessed SES across several domains, including income, education, and occupation levels, as well as through a composite SES index. The results indicated that for every 10 μg/m3 increase in PM2.5 exposure, the risk of hypercholesterolemia, hyperbetalipoproteinemia, diabetes, and hyperhomocysteinemia (HHcy) increased by 7.7% [Odds ratio (OR) = 1.077, 95% Confidence Interval (CI) = 1.011, 1.146], 19.6% (OR = 1.196, 95% CI = 1.091, 1.312), 4.2% (OR = 1.042, 95% CI = 1.002, 1.084), and 17.1% (OR = 1.171, 95% CI = 1.133, 1.209), respectively. Compared to the high SES group, those with low SES are more prone to hypercholesterolemia, hyperbetalipoproteinemia, diabetes, and HHcy. Notably, the disparities in SES appear significant in the relationship between PM2.5 exposure and hypercholesterolemia as well as hyperbetalipoproteinemia. But for diabetes and HHcy, the modification effect of SES on PM2.5 shows an inconsistent pattern. In conclusion, the results confirm the association between PM2.5 and cardiovascular risk factors and low SES significantly amplified the adverse PM2.5 effect on dyslipidemia. It is crucial to emphasize a need to improve the socioeconomic inequality among adults in Beijing and contribute to the understanding of the urgency in protecting the health of vulnerable groups.