Measurable quantities of platinum, palladium, and rhodium, even in remote areas of the planet, evidence the global nature of pollution with these metals, mostly from catalytic converters of modern vehicles (other sources are jewellery production, chemical industry, and anticancer drugs). The amount of the platinum group metals (PGMs) emitted from automobile catalysts varies with the type, age, and condition of the engine and the catalyst, as well as the style of driving. Current literature suggests that the concentrations of these metals have increased considerably over the last twenty years, palladium concentrations in particular, as it has been proved more effective catalyst than platinum. However, whether and to what extent the emitted PGMs are toxic for people is still a controversy. The potential health risk from exposure to these elements is most likely for those living in urban environments with busy roads or along major highways. Because of the importance of PGMs and their trace levels in particulate matter, sensitive methods are required for reliable determination. This review discusses particular steps of analytical procedures for PGM quantification in airborne particulate matter and addresses the common preparation, detection, and determination methods.