Particulate matter (PM), particle pollution that can travel long distances, is a big concern because it contains liquid droplets or microscopic solids resulting in significant health issues such as respirational and cancer problems. Therefore, the characterization of these particles is very significant as a hazard to public health. PM can be identified by X-ray diffraction (XRD) and Raman spectroscopy (RS), both powerful and non-destructive technologies. RS, in particular, allows the identification of black carbon, considered one of the pollutants with the greatest influence on climate change. Another important technology for the evaluation of inorganic and organic functional groups present in PM compounds is the Fourier transform infrared spectroscopy (FTIR). X-ray fluorescence (XRF) provides elemental analysis, revealing, in many cases, the original source of the sample. In order to understand the current state of the art, the Proknow-C method was applied to track the most recent information on PM characterization. Aspects such as sample collection, filter material, characterization parameters, PM components, and the advantages and limitations of each technique are discussed. PM minerals are found to be composed of silicates, oxides, sulfates, and carbonates. The elemental components of PM are classified into five categories: marine aerosol, mineral material, anthropogenic elements, organic carbon, and elemental carbon. The XRD technique is a powerful, fast, and non-destructive tool to identify various minerals present in PM. On the other hand, the XRF technique requires minimal sample treatment, but its sensitivity is limited for the determination of trace metals and some relevant environmental elements. FTIR spectroscopy is able to identify and quantify all organic functional groups present in atmospheric PM. Despite its advantages, a proper choice of calibration method is crucial to ensure its effectiveness. RS is fast and simple, although it only detects Raman-active functional groups. These are some of the advantages and limitations of these techniques addressed in the following review article.