Recently, numerous studies have found that particulate matter (PM) exposure is correlated with increased hospitalization and mortality from heart failure (HF). In addition to problems with circulation, HF patients often display high expression of cytokines in the failing heart. Thus, as a recurring heart problem, HF is thought to be a disorder characterized in part by the inflammatory response. In this review, we intend to discuss the relationship between PM exposure and HF that is based on inflammatory mechanism and to provide a comprehensive, updated evaluation of the related studies. Epidemiological studies on PM-induced heart diseases are focused on high concentrations of PM, high pollutant load exposure in winter, or susceptible groups with heart diseases, etc. Furthermore, it appears that the relationship between fine or ultrafine PM and HF is stronger than that between HF and coarse PM. However, fewer studies paid attention to PM components. As for experimental studies, it is worth noting that coarse PM may indirectly promote the inflammatory response in the heart through systematic circulation of cytokines produced primarily in the lungs, while ultrafine PM and its components can enter circulation and further induce inflammation directly in the heart. In terms of PM exposure and enhanced inflammation during the pathogenesis of HF, this article reviews the following mechanisms: hemodynamics, oxidative stress, Toll-like receptors (TLRs) and epigenetic regulation. However, many problems are still unsolved, and future work will be needed to clarify the complex biologic mechanisms and to identify the specific components of PM responsible for adverse effects on heart health.