Oxidative stress has been suggested to be one of the key drivers of health impact of particulate matter (PM). More studies on the oxidative potential of PM alone, but fewer studies have comprehensively evaluated the effects of external and internal exposure to PM compositions on oxidative stress in population. To comprehensively investigate the exposure-response relationship between PM and its main compositions with oxidative stress indicators. We conducted a cross-sectional study including 768 participants exposed to particulates. Environmental levels of fine particulate matter (PM2.5), polycyclic aromatic hydrocarbons (PAHs) and metals in PM were measured, and urinary levels of PAHs metabolites and metals were measured as internal dose, respectively. Multivariable linear regression models were used to analyze the correlations of PM exposure and urinary levels of 8-hydroxy-2́'-deoxyguanosine (8-OHdG), and 8-iso-prostaglandin-F2α (8-iso-PGF2α) and malondialdehyde (MDA). The concentration of both PM2.5 and total PAHs was significantly correlated with increased urinary 8-OHdG, 8-iso-PGF2α and MDA levels (all p < 0.05). The levels of 4 essential metals all showed significant exposure-response increase in urinary 8-OHdG in both current and non-current smokers (all p < 0.05); ambient selenium, cobalt and zinc were found to be significantly correlated with urinary 8-iso-PGF2α (p = 0.002, 0.003, 0.01, respectively); only selenium and cobalt were significantly correlated with urinary MDA (p < 0.001, 0.01, respectively). Furthermore, we found each one-unit increase in urinary total OH-PAHs generated a 0.32 increase in urinary 8-OHdG, a 0.22 increase in urinary 8-iso-PGF2α and a 0.19 increase in urinary MDA (all p < 0.001). Furthermore, it was found that the level of 12 urinary metals all showed significant and positive correlations with three oxidative stress biomarkers in all subjects (all p < 0.001). Our systematic molecular epidemiological study showed that particulate matter components could induce increased oxidative stress on DNA and lipid. It may be more important to monitor and control the harmful compositions in PM rather than overall particulate mass.