PM0.1 (particles with a diameter ≤ 0.1 µm), nanoparticles (NPs), or ultrafine particles (UFPs) were interchangeably used in the scientific communities. PM0.1 originated from both natural and human sources; however, PM0.1 and its effects on the environment, visibility, and human health to understanding air pollution levels, sources, and impacts in Southeast Asia (SEA) countries continue to be challenging. The concentrations of PM0.1 in most SEA countries are much worse than in western countries’ environments. A further motivation of this reviewed article is to provide a critical synthesis of the current knowledge and study of ambient PM0.1 in SEA cities. The primary influence of characteristics of PM0.1 appears to be local sources, including biomass burning and motor vehicles. Continuous monitoring of PM0.1 in mass and number concentration should be further understood. A critical review is of great importance to facilitating air pollution control policies and predicting the behavior of PM0.1 in SEA.