An aerosol study was carried out in a test room measuring particulate matter (PM) with an aerodynamic diameter smaller than 10, 4, 2.5 and 1 µm (PM10, PM4, PM2.5, PM1) before and during the use of electronic alternatives to tobacco cigarettes (EATC) IQOS®, GLO®, JUUL®, with different kinds of sticks/pods, as well as during the smoking of a conventional tobacco cigarette. The aerosol was mainly in the PM1 size range (>95%). All studied EATCs caused lower indoor PM1 concentrations than conventional tobacco cigarettes. Nevertheless, they determined a worsening of indoor-PM1 concentration that ranged from very mild for JUUL®—depending on the pod used—to considerably severe for IQOS® and GLO®. Median values ranged from 11.00 (Iqos3 and Juul2) to 337.5 µg m−3 (Iqos4). The high variability of particle loadings was attributed both to the type of stick/pod used and to the different way of smoking of volunteers who smoked/vaped during the experiments. Moreover, during vaping IQOS® and GLO® indoor PM1 concentrations reach levels by far higher than outdoor concentrations that range from 14 to 21 µg m−3, especially during the exhalation of the smoke. From these results emerge an urgent need of a legislative regulation limiting the use of such devices in public places.