Baghdad, Iraq, is among the most polluted cities in the Middle East, yet it lacks a public PM2.5 monitoring network. This study analyzed eight years (2017–2024; n = 416) of gravimetric PM2.5 measurements and their relationship with five meteorological parameters using Pearson, Spearman, and Kendall correlations, a pooled analysis under stable and disturbed conditions, and a comparison with daily U.S. Embassy data. Significant correlations occurred in five of eight years, but only in 2019 (negative with wind speed) and 2022 (positive with temperature and negative with humidity during dust storms) were they consistent across all three methods. In the pooled data, PM2.5 was ~45% higher under stable than disturbed conditions, decreased non-linearly with wind speed, and was higher under northerly winds; the highest episodes were linked to transported dust rather than strong local winds. The monthly series showed no robust trend after correction for autocorrelation (Mann–Kendall p = 0.21), and same-day gravimetric and Embassy concentrations were moderately correlated (r = 0.52). Thus, day-to-day meteorology influences PM2.5 at this site only episodically, unlike the persistent associations reported for humid megacities, whereas the synoptic regime and pollutant transport play a larger role. Sustained emission reduction and continuous monitoring are urgently needed.