PM2.5 is the primary pollutant affecting the air quality of Henan Province, China. In addition, dust haze pollution is serious in autumn and winter. In order to master the pollution feature of PM2.5, the spatio-temporal distribution characteristics of PM2.5 in 17 cities of Henan Province were studied by using statistical methods and ARCGIS. The results show that 57.16% of the entire days in 2015 met Chinese national standard on daily average concentration of PM2.5 in those 17 cities. However, from the seasonal perspective, 73.68% of the days in winter, 44.37% of the days in spring, 34.53% of the days in autumn and 20.08% of the days in summer failed to meet the standard. The analysis results show that the average concentration of PM2.5 at weekends was 8.04% higher than that of working days. This reveals an interesting phenomenon named inverse weekend effect when the extremely polluted days due to heavy haze mainly controlled by meteorological conditions have not been taken into consideration. There was a high relevance between the PM2.5 concentration and SO2 concentration. It suggests that the main air pollutants are coarse-particles which are mainly from coal-burning. There is higher correlation in the range of PM2.5 and SO2, it show that the coal-burning has a major influence on Henan Province. PM2.5 show a positive correlation with PM10 and NO2. It illustrates that the pollution is mainly caused by coal burning and motor vehicle exhaust. Owing to the influence of the temperature and sunlight changes, the correlativity of PM2.5 concentrations and O3 concentrations presents remarkable difference in different seasons. The correlation coefficient is 0.003 for spring, 0.496 (p=0.01) for summer, -0.353 (p=0.05) for autumn and -0.315 (p=0.05) for winter, respectively.