Particulate matter with the diameter of less than 2.5 mm (PM2.5) is the most important causation of air pollution. In this study, PM2.5 samples were collected in three different environment including ordinary atmospheric environment, lampblack environment and the environment with an air conditioning exhaust fan, and analyzed by using terahertz time-domain spectroscopy (THz-TDS). The linear regression analysis and the principal component analysis (PCA) are used to identify PM2.5 samples collected in different environment. The results indicate that combining THz-TDS with statistical methods can serve as a contactless and efficient approach to identify air pollutants in different environment.