Particulate matter (PM) pollution is one of the major public health problems worldwide, given the high mortality attributable to exposure to PM pollution and the high pathogenicity that is found above all in the respiratory, cardiovascular, and neurological systems. The main sources of PM pollution are the daily use of fuels (wood, coal, organic residues) in appliances without emissions abatement systems, industrial emissions, and vehicular traffic. This review aims to investigate the causes of PM pollution and classify the different types of dust based on their size. The health effects of exposure to PM will also be discussed. Particular attention is paid to the measurement method, which is unsuitable in the risk assessment process, as the evaluation of the average PM compared to the evaluation of PM with punctual monitoring significantly underestimates the health risk induced by the achievement of high PM values, even for limited periods of time.