Elevated blood pressure is one of the major contributors to cardiovascular disease and premature death. The exposure to ambient fine particulate matter (PM_2.5) is closely associated with changes in blood pressure, and even short-term exposure to PM_2.5 can lead to an increase in blood pressure. PM_2.5 is a complex mixture that exerts different toxicities and triggers increased blood pressure through various mechanisms. Therefore, in this article, we provided a comprehensive review of published studies on the effects of short-term exposure to PM_2.5 and its components on blood pressure, and elaborated potential mechanisms from four aspects, including oxidative stress and inflammatory response, endothelial dysfunction, autonomic nervous system disorders and hypothalamus-pituitary-adrenal axis activation, and epigenome alteration. Given the limitations of existing research, future prospective studies can be conducted on diverse populations, using more precise exposure measurement methods and multi-omics approaches, to further elucidate the mechanisms underlying the effects of PM_2.5 and its various components on blood pressure. The findings would provide a theoretical foundation for effective protection of public health, particularly vulnerable groups.