Review on the annual PM concentrations over a 10-year period shows that Macau is subjected to severe fine particulate pollution. Investigations of its variation in monthly and daily time scales with the local meteorological records reveal further details. It is found that a distinct feature of the Asian monsoon climates, the changes of wind direction, mainly controls the general trend of PM concentration in a year. The monsoon driven winter north-easterly winds bring upon Macau dry and particle enriched air masses leading to a higher concentration in that period while the summer south-westerly winds transport humid and cleaner air to the region leading to a lower PM value. This distinct seasonal feature is further enhanced by the lower rainfall volume and frequency as well as mixing height in winter and their higher counterparts in summer. It is also found that the development of tropical cyclones near Macau could also impose episode like PM concentration spikes due to the pre-typhoon induced stagnant air motion followed by the swing of wind direction to the northerly.