Cyprus is a typical eastern Mediterranean country that suffers from local emissions, transported anthropogenic pollution, and dust storms all year round. Therefore, exposures to PM in ambient and residential micro-environments are of great public health concern. Our study collected indoor and outdoor PM2.5 and PM10 samples simultaneously in 22 houses in Nicosia, Cyprus, during warm seasons and cold seasons from February 2019 to May 2021. Samples were analyzed for mass and constituents’ concentrations. To determine indoor and outdoor sources of PM in residential environments, we used the EPA positive matrix factorization (PMF) model to conduct source apportionment analyses for both indoor and outdoor PM2.5 and PM10 particles. Generally, six types of residential-level PM sources were resolved: biomass burning, traffic, local or regional secondary sulfate pollution, Ca-rich particles, sea salt, and soil dust. In the source apportionment of PM2.5, the main contribution to outdoor levels (33.1%) was associated with sulfate-rich transported pollution. The predominant contribution to indoor levels (48.0%) was attributed to secondary sulfate pollution as a mixture of local- and regional-scale pollutants. Biomass burning and traffic sources constituted the main outdoor sources of indoor PM2.5, while the Ca-rich particles were identified to almost originate from indoors. By contrast, the largest fraction (29.3%) of the ambient PM10 and a smaller proportion (10.2%) of indoor PM10 were attributed to Ca-rich particles. Indoor PM10 was associated mainly with outdoor sources, except for the soil dust which originated from indoor activities.