Measurements of indoor air pollution in Bhutanese households were conducted in winter with regards to the use of different fuels. These measurements were taken in Thimphu, Bhutan, for PM1, PM2.5, PM10, CO, temperature, air pressure and relative humidity in houses and offices with various fuels used for heaters and classified as the hospital, NEC, kerosene, LPG and firewood. The objective of this study was to measure the pollutant concentrations from different fuel uses and to understand their relationship to the different fuel uses and meteorological data using a time series and statistical analysis. The results revealed that the average values for each pollutant for the categories of the hospital, NEC, kerosene, LPG and firewood were as follows: CO (ppm) were 6.50 ± 5.16, 3.65 ± 1.42, 31.04 ± 18.17, 33.93 ± 26.41, 13.92 ± 17.58, respectively; PM2.5 (μg·m−3) were 7.24 ± 4.25, 4.72 ± 0.71, 6.01 ± 3.28, 5.39 ± 2.62, 18.31 ± 11.92, respectively; PM10 (μg·m−3) was 25.44 ± 16.06, 10.61 ± 4.39, 11.68 ± 6.36, 22.13 ± 9.95, 28.66 ± 16.35, respectively. Very coarse particles of PM10 were identified by outdoor infiltration for the hospital, NEC, kerosene and LPG that could be explained by the stable atmospheric conditions enhancing accumulation of ambient air pollutions during the measurements. In addition, high concentrations of CO from kerosene, LPG and firewood were found to be mainly from indoor fuel combustion. Firewood was found to the most polluting fuel for particulate matter concentrations. For the relationships of PM and meteorological data (Temp, RH and air pressure), they were well explained by linear regression while those for CO and the meteorological data, they were well explained by polynomial regression. Since around 40% of houses in Thimphu, Bhutan, use firewood for heating, it is recommended that ventilation should be improved by opening doors and windows in houses with firewood heaters to help prevent exposure to high concentrations of PM1, PM2.5, and PM10.