Asian dust (AD) events and total suspended particles (TSPs) were observed at the Kanazawa University Wajima Air Monitoring Station (KUWAMS), a Japanese background site, during the East Asian winter monsoon periods (from November to May of the following year) from 2010 to 2021. Nine kinds of polycyclic aromatic hydrocarbons (PAHs) were determined in each TSP sample. In this study, a total of 54 AD events were observed. According to the different pathways of long-range transportation, AD events were divided into AD-high events (transported at higher altitudes, approximately 4000 m) and AD-low events (transported at lower altitudes, approximately 2500 m). The TSP concentrations increased sharply in the AD events and were higher in the AD-high events (39.8 ± 19.5 μg/m3) than in the AD-low events (23.5 ± 10.5 μg/m3). AD did not have a significant effect on the ΣPAHs characteristic variation, as ΣPAHs (ΣPAHs = fluoranthene, pyrene, benz[a]anthracene, chrysene, benzo[b]fluoranthene, benzo[k]fluoranthene, benzo[a]pyrene, benzo[ghi]perylene, and indeno [1,2,3-cd]pyrene) concentrations in non-AD periods, AD-high events, and AD-low events were 543 ± 374, 404 ± 221, and 436 ± 265 pg/m3, respectively. The PAH compositions were also consistent. As a result, the TSP concentration was affected by the input air mass transported at higher altitudes from the desert region while the PAH concentration was impacted by the air mass at lower altitudes, which carried the PAHs emitted from fossil fuels and biomass combustion in northeastern China. Moreover, the health risks of PAHs were calculated with the inhalation lifetime cancer risk, which ranged from 10−6 to 10−5 ng/m3, indicating a potential carcinogenic risk at the KUWAMS during the East Asian winter monsoon periods.