Particles of aerodynamic diameter ≤2.5 μm (PM2.5) caused extremely severe and persistent haze pollution is of concern in many cities. In this study, samples of PM2.5 were collected from atmosphere environment of Beijing and Shanxi Province, and analyzed using terahertz (THz) radiation. The transmission spectrum of PM2.5 in Shanxi Province had two distinct absorption peaks at 6.0 and 6.7 THz, and the curve was increasing on the whole. However, the transmission spectrum of PM2.5 in Beijing had obviously different variation tendency and the absorption peak was studied by monitoring PM2.5 masses in conjunction with two-dimensional correlation spectroscopy (2DCOS). By comparing the pollutant species and concentrations of Shanxi Province and Beijing over the time of collecting samples, the concentrations of sulfate and ammonium were similar, which contributed to emerge absorption bands in the same position. While the concentrations of organic matter (OM), nitrate, chloride and elemental carbon (EC) were different. Furthermore, dust and some other inorganic ion are unique to Shanxi province, which lead to different variation tendency of the transmission spectrum of PM2.5. These results will be of importance for environmental monitoring and for controlling PM emissions. According to this research, optical techniques, and especially spectral methods, should be considered for PM2.5 monitoring.