Due to its location in a politically and militarily sensitive area as a maritime demarcation between North and South Korea, increasing attention has been given to the chemical and physical changes in atmospheric aerosols on Baengnyeong Island. To observe modifications in the concentrations and components of basic air pollutants, a Korean State Air Quality Monitoring Superstation was established on the island. The monitoring data obtained from the superstation revealed a significant, short-lived increase in mass concentration of SO2, NO2, and nitrate, organic carbon, and heavy metals (especially Pb) in ambient PM2.5, as well as a gradual decrease in mass concentration of PM10, PM2.5, and sulfate in PM2.5 during September 24–27, 2012. Building upon this data, we conducted source appointment of PM2.5 using the positive matrix factorization receptor model (PMF) and identified six major sources: sea-spray aerosols (29.8%), mobile and biogenic aerosols (24.3%), secondary aerosols (20.0%), gunshot residue (11.1%), mineral dust (8.6%), and oil combustion (6.3%). To examine the physicochemical properties of atmospheric particles, 16 samples collected during that period were investigated using a quantitative energy-dispersive electron probe X-ray microanalysis (ED-EPMA). We analyzed the morphology, mixing state, elemental constituents, and relative elemental atomic concentrations of 2545 individual particles from the aforementioned six sources, with a focus on particles containing Ca, organic carbon, and Pb. The complementary use of PMF and ED-EPMA confirmed that an episode of air pollution, likely resulting from a military exercise or activity, occurred from September 25 to 26 on or near Baengnyeong Island, leading to an increase in aerosols from gunshot residue and oil combustion. The significant increase in the relative number abundance of organic carbon and heavy metal-containing particles precisely matched their mass concentrations from the monitoring data. These findings imply that multiple methods for bulk and single-particle analysis are necessary when addressing important issues related to source appointment of atmospheric particulate matter.