Although a many studies concerning crop residue burning have been conducted, the influence of crop residue burning on local PM2.5 concentrations remains unclear. The number of crop residue burning spots was the highest in Heilongjiang province and we extracted crop residue burning spots for this region using MOD14A1 (Thermal Anomalies & Fire Daily L3 Global 1 km) data and national land cover data. By analyzing the temporal variation of crop residue burning and PM2.5 concentrations in Heilongjiang province, we found that the total number of crop residue burning spots was not correlated with the variations of PM2.5 concentrations at a provincial (regional) scale. However, crop residue burning exerted notable influence on the variations of PM2.5 concentrations at a local scale. We experimented with a set of buffer zone radiuses to examine the influencing area of crop residue burning. The results suggest that the valid influencing area of crop residue burning was between 50 and 80 km. The mean PM2.5 concentration measured at stations close to crop residue burning spots was more than 60 μg/m3 higher than that measured at stations not close to crop residue burning spots. However, no consistent, significant correlation existed between the existence of crop residue burning spots and local PM2.5 concentrations, indicating that local PM2.5 concentrations were influenced by a diversity of factors and not solely controlled by crop residue burning. This research also provides suggestions for better understanding the role of crop residue burning in local and regional air pollution.