As the global economy is booming, and the industrialization and urbanization are being expedited, particulate matter 2.5 (PM2.5) turns out to be a major air pollutant jeopardizing public health. Numerous researchers are committed to employing various methods to address the problem of the nonlinear correlation between PM2.5 concentration and several factors to achieve more effective forecasting. However, a considerable space remains for the improvement of forecasting accuracy, and the problem of missing air pollution data on certain target areas also needs to be solved. Our research work is divided into two parts. First, this study presents a novel stacked ResNet-LSTM model to enhance prediction accuracy for PM2.5 concentration level forecast. As revealed from the experimental results, the proposed model outperforms other models such as boosting algorithms or general recurrent neural networks, and the advantage of feature extraction through residual network (ResNet) combined with a model stacking strategy is shown. Second, to solve the problem of insufficient air quality and meteorological data on some research areas, this study proposes the use of a correlation alignment (CORAL) method to carry out a prediction on the target area by aligning the second-order statistics between source area and target area. As indicated from the results, this model exhibits a considerable accuracy even in the absence of historical PM2.5 data in the target forecast area.