This cross-sectional study aimed to assess the interrelationships between PM2.5 exposure, heavy metal concentrations, and oxidative stress indicators, while evaluating the impact of antioxidant intake, such as vitamins, on these associations. PM2.5 exposure assessments were conducted using portable sensor-based monitors; biomarker analyses for heavy metals and oxidative stress were performed in 114 non-smoking adults. We observed that personal or ambient PM2.5 exposure levels were not associated with increased levels of heavy metals in blood and urine, nor with oxidative stress levels in urine. However, the concentrations of cadmium and lead in blood, and those of chromium and nickel in urine, were significantly associated with the urinary malondialdehyde (MDA) concentration. Additionally, increases in blood cadmium, urinary chromium, and nickel levels were significantly associated with higher urinary MDA concentrations in the non-vitamin-supplement group, but this trend was not observed in the regular vitamin supplement group. Our findings suggest that a regular intake of vitamin supplements might modulate the relationship between heavy metal exposure and oxidative stress, indicating potential protective effects against oxidative damage induced by PM2.5 and heavy metals. This study highlights the complexity of environmental pollutant exposure and its impact on human health, emphasizing the need for further research to elucidate the underlying mechanisms and explore potential protective strategies.