With the development of urbanization, the hourly PM2.5 concentration in the air is constantly changing. In order to improve the accuracy of PM2.5 prediction, a prediction model based on the Classification and Regression Tree (CART) and Broad Learning System (BLS) was constructed. Firstly, the CART algorithm was used to segment the dataset in a hierarchical way to obtain a subset with similar characteristics. Secondly, the BLS model was trained by using the data of each subset, and the validation error of each model was minimized by adjusting the window number of the mapping layer in the BLS network. Finally, for each leaf in the tree, the global BLS model and the local BLS model on the path from the root node to the leaf node are compared, and the model with the smallest error is selected. The data collected in this paper come from the Chine Meteorological Historical Data website. We selected historical data from the Huaita monitoring station in Xuzhou city for experimental analysis, which included air pollutant content and meteorological data. Experimental results show that the prediction effect of the CART–BLS model is better than that of RF, V-SVR, and seasonal BLS models.