To understand the differences in the composition and sources of PM2.5 and PM10 caused by coarse particles, integrated PM2.5 and PM10 samples were synchronously collected in Nanjing, East China, in summer 2020 and winter 2020/2021. Bulk and molecular speciation and light absorption measurements of aerosol extracts were performed, followed by positive matrix factorization (PMF) based on the PM2.5 and PM10 data sets, respectively. The difference in average concentrations of total bulk species between PM2.5 and PM10 was mainly caused by the distribution of considerable NO3–, SO42–, Ca2+, and organic carbon (OC) in coarse particles. Coarse PM influenced by abrasion products from tire wear and leaves contributed about half of the low-volatility n-alkanes in summer. The contribution of coarse PM to biomass burning tracers and water-soluble OC increased in winter when biomass combustion was excessively active. More than 70% of sugar polyols were attributable to coarse PM in summer, and biomass burning could be an important source in winter. The light-absorbing organic chromophores were almost entirely associated with PM2.5, but water-soluble organic carbon (WSOC) exhibited stronger light absorption in PM10 extracts than in PM2.5 extracts possibly due to the influence of coarse PM on pH. PMF analysis indicated that biomass burning, aqueous-phase reactions, and processed dust were the main contributors of organic matter and its light absorption in winter. Biogenic primary and secondary sources made discernable contributions only in summer. The differences between PM2.5 and PM10 were likely attributed to mixing of crustal dust, combustion particles, and surface reactions.