Stable nitrogen and oxygen isotopic signatures of nitrate in atmospheric fine-mode particulate (as δ15N–NO3- and δ18O–NO3- in PM2.5) was proposed to be useful in distinguishing the sources and oxidation chemistry of NOx (NOx = NO + NO2). In the present study, the chemical oxidation processes of atmospheric NOx in urban Nanchang, the capital of Jiangxi province, southeast of China were estimated based on the δ15N-δ18O space of NO3-. Daily PM2.5 samples (n = 91) were collected during wintertime of 2017–2018 (1 November to 31 January), the major water-soluble inorganic ions and the dual isotopic signatures of NO3- were measured. During the observations, the NO3- concentrations in PM2.5 varied widely from 0.8 μg/m3 to 57.7 μg/m3, on average of 15.5 ± 6.7 μg/m3. The δ15N–NO3- and δ18O–NO3- also ranged widely, from −1.9‰ to +12.1‰ (+6.5 ± 3.7‰) and +69.1‰ to +95.5‰ (+85.9 ± 17.7‰), respectively. The daily δ15N–NO3- was observed to be independent with the corresponding δ18O–NO3- (R2 = 0.06, p > 0.05), which contrasted with many previous reports. By linking the δ15N–NO3- to the NOx oxidation chemistry, we tried to explore the environmental significance of the δ15N-δ18O space of NO3-. Our results suggested that the nocturnal pathways (e.g., N2O5 hydrolysis and NO3 radical reacted with hydrocarbons: NO3+HCs) dominated the chemical conversion of NOx to NO3- in the wintertime of Nanchang, with an average fractional contribution of 60%. Interestingly, results also indicated the importance of the NO3+HCs channel in NOx oxidation (on average of 33%), which can reach 45% during extreme nitrate aerosol polluted days. Our observations highlighted the importance of NO3 radical in NOx oxidation and particulate nitrate formation in polluted urban environment.