Air quality (mainly PM2.5) forecasting plays an important role in the early detection and control of air pollution. In recent times, numerous deep learning-based models have been proposed to forecast air quality more accurately. The success of these deep learning models heavily depends on the two key factors viz. proper representation of the input data and preservation of temporal order of the input data during the feature’s extraction phase. Here we propose a hybrid deep neural network (HDNN) framework to forecast the PM2.5 by integrating two popular deep learning architectures, viz. Convolutional neural network (CNN) and bidirectional long short-term memory (BDLSTM) network. Here we build a 3D input tensor so that CNN can extract the trends and spatial features more accurately within the input window. Here we also introduce a linking layer between CNN and BDLSTM to maintain the temporal ordering of feature vectors. In the end, our proposed HDNN framework is compared with the state-of-the-art models, and we show that HDNN outruns other models in terms of prediction accuracy.