Air particulate matter with a diameter ≤ 2.5 µm (PM2.5) has been assembled from the historical old Jeddah district (downtown) throughout the whole year. Additional PM2.5 aerosols have been collected during the autumn and winter seasons from another newly constructed district inside Jeddah city (Alnaeem). The annual concentrations of the total mass of the PM2.5 aerosols from old Jeddah and Alnaeem sites were found to be 43 ± 6 and 61 ± 14 µg/m3, respectively. These values are greater than the annual mass concentration of the air quality standards of the European Commission (EC, 25 µg/m3) and the world health organization (WHO, 10 µg/m3). The elemental analysis of the collected fine atmospheric aerosols has been achieved by an energy dispersive X-ray fluorescence (EDXRF) with three secondary targets (CaF, Ge, and Mo). Quantitative elemental analyses of twenty-two (22) elements have been achieved starting from the low Z element (Na) up to the high Z element (Pb). Although the old Jeddah site is not well organized, the elemental concentrations and total mass concentrations are lower than other sites. The statistical analyses including enrichment factors, the correlation analysis of Pearson, and the principal component analysis reveal more information about the source identification of the PM2.5 aerosols collected from both locations. It was recognized that the quantified elements Al, Si, K, Ca, Ti, Mn, Fe, Rb, and Sr originate from a natural source. On the other hand, the elements Ta, Br, Pb, Sc, Ni, Cu, Zn, and S originate from anthropogenic source. Finally, the elements Na, Cl, and Br come mainly from the sea spray source.