The particulate matters (PM10 and PM2.5) inside urban subway stations greatly influence indoor air quality and passenger comfort. This study aims to analyze and interpret the concentrations of PM10 and PM2.5, measured in several subway stations from October 9th to 22nd, 2016 in Beijing, China. The overall methodology was based on the Statistical Package for Social Science (SPSS) software while General linear model (GLM) and correlation analysis were further applied to examine the sensitivities of different variables to the particle concentrations. The data analysis showed the average overall mass ratio of PM concentrations inside subway station is about 68.7%, much lower than outdoor condition (79.6%). In the areas of the station hall and platform, the real-time PM10 and PM2.5 concentrations varied periodically. In working and operation offices, all rooms had much higher PM concentrations than the outdoor environment when its pollution level was level 3, in which the facility room reached the highest level, while the closed meeting room had the lowest. Correlation analysis results indicated that PM10 and PM2.5 concentrations were mutually correlated (average R2 = 0.854), and a strong linear correlation (R2 = 0.897) of the subway-station PM concentrations to the outdoor PM conditions, regardless of the outdoor atmospheric PM concentrations pollution level was. Nevertheless, the impact of passenger number and temperature & humidity on the station PM concentrations was less, when compared to the outdoor environment. This paper is expected to provide useful information for further research and design of effective prevention measures on PM in local subway stations, towards a more sustainable and healthier built environment in the city underground.