Fine particulate matter (PM2.5) is one of the most important components of environmental pollutants and is associated with lung injury. Pyroptosis, a form of programmed cell death mainly mediated by the NLRP3 inflammasome, has been reported to be involved in sepsis-induced or ischemia/reperfusion-induced lung injury. However, the specific mechanisms of pyroptosis in PM2.5-induced lung injury are not yet clear. We constructed macrophage-specific NLRP3 knockout mice to explore the mechanism of PM2.5-induced lung injury in terms of inflammatory response, oxidative stress, and apoptosis levels, including the relationship between these effects and pyroptosis. The results disclosed that PM2.5 exposure increased the infiltration of macrophages and leukocytes and the secretion of inflammatory cytokines, including TNF-α and IL-6, in lung tissue. The activity of antioxidant enzymes, including SOD, GSH-PX, and CAT, significantly decreased, while MDA, the end product of lipid oxidation, remarkably increased. The level of apoptosis in lung tissue, measured by the TUNEL assay and apoptosis-related proteins (BAX and BCL-2), was significantly increased. Macrophage-specific NLRP3 knockout could offset these effects. We further observed that PM2.5 treatment activated the NLRP3 inflammasome and subsequently induced pyroptosis, as evidenced by the increased production of IL-1β and IL-18 and the increase of the protein levels of NLRP3, ASC, caspase-1, and GSDMD, which were inhibited when NLRP3 was knocked out in macrophages. Taken together, these results revealed that NLRP3-mediated macrophage pyroptosis promoted PM2.5-induced lung injury through aggravating inflammation, oxidative stress, and apoptosis. Targeting the inhibition of NLRP3-mediated macrophage pyroptosis provides a new way to study lung injury induced by the exposure to PM2.5.