Face masks are widely used to filter airborne pollutants, especially when particulate matter (PM) pollution has become a serious concern to public health. Here, the concept of thermal management is introduced into face masks for the first time to enhance the thermal comfort of the user. A system of nanofiber on nanoporous polyethylene (fiber/nanoPE) is developed where the nanofibers with strong PM adhesion ensure high PM capture efficiency (99.6% for PM2.5) with low pressure drop and the nanoPE substrate with high-infrared (IR) transparency (92.1%, weighted based on human body radiation) results in effective radiative cooling. We further demonstrate that by coating nanoPE with a layer of Ag, the fiber/Ag/nanoPE mask shows a high IR reflectance (87.0%) and can be used for warming purposes. These multifunctional face mask designs can be explored for both outdoor and indoor applications to protect people from PM pollutants and simultaneously achieve personal thermal comfort.