Plants effectively filter ambient air by adsorbing particulate matter. The correct selection of landscape plants can exert greater dust retention benefits in different polluted areas. However, few studies have focused on the dust retention ability and related physiological responses of plants under continuous dust pollution from different dust sources. Here, we assessed the particle retention dynamics and plant physiology( chlorophyll content, soluble protein content, soluble sugar content, and peroxidase activity) of six shrubs (Berberis thunbergii var. atropurpurea, Ligustrum vicaryi, Rosa multiflora, Sorbaria sorbifolia, Swida alba, and Syzyga oblata) under continuous dust pollution from different dust sources ( Industrial sources: area below the direction of the coal-fired thermal power plant in Chengyang District, Qingdao, China; Traffic sources: both sides of the road in each direction at the intersection of Great Wall Road and Zhengyang Road, Chengyang District, Qingdao, China; Clean sources: Qingdao Agricultural University Campus, Qingdao Olympic Sculpture Park). The results showed that R. multiflora had the highest dust retention per unit leaf area of 3.27 ± 0.018 g·m− 2 and 2.886 ± 0.02 g·m− 2 in the experimental treatments of fuel source dust and clean source dust, respectively. The chlorophyll content of the tested shrubs significantly decreased due to the influence of dust treatment time, the range of cellular osmoregulatory substances (soluble sugars, soluble proteins, proline) tended to first increase and then decrease, and the antioxidant enzyme activities (superoxide dismutase, peroxidase) tended to increase and then decrease after continuous dust treatment. The greatest physiological changes were observed in plants within the industrial dust treatment area. The peroxidase activity and chlorophyll could be used as sensitive indicators of dust pollution in plants. R. multiflora showed better resistance to dust and had a greater dust retention capacity than other shrubs, making it more suitable for planting as a greening tree in industrial and traffic-polluted areas. S. alba and S. sorbifolia are sensitive to dust pollution, so they can be used as sensitive tree species to indicate atmospheric dust pollution. Our results may help design a feasible approach for urban shrub greening.