This review addresses the production of nano-particles and the processing of particles injected in atmospheric pressure electrical discharges (APED). The mechanisms of formation and the evolution of particles suspended in gases are first presented, with numerical and experimental facilities. Different APED and related properties are then introduced for dc corona, streamer and spark filamentary discharges (FD), as well as for ac filamentary and homogeneous dielectric barrier discharges (DBD). Two mechanisms of particle production are depicted in APED: when FD interact with the surface of electrodes or dielectrics and when filamentary and homogeneous DBD induce reactions with gaseous precursors in volume. In both cases, condensable gaseous species are produced, leading to nano-sized particles by physical and chemical routes of nucleation. The evolution of the so-formed nano-particles, i.e. the growth by coagulation/condensation, the charging and the collection are detailed for each APED, with respect to fine powders production and thin films deposition. Finally, when particles are injected in APED, they undergo interfacial processes. Non-thermal plasmas charge particles for electro-collection and trigger heterogeneous chemical reactions for organic and inorganic films deposition. Heat exchanges in thermal plasmas enable powder purification, shaping, melting for hard coatings and fine powders production by reactive evaporation.