Abstract The coarse Moderate Resolution Imaging Spectroradiometer (MODIS) aerosol optical depth (AOD) product (spatial resolution: 3 km) retrieved by the dark-target algorithm always generates the missing values when being adopted to estimate the ground-level PM2.5 concentrations. In this study, we developed a two-stage random forest using MODIS 3-km AOD to obtain the PM2.5 concentrations with full coverage in a contiguous coastal developed region, i.e., Yangtze River delta–Fujian–Pearl River delta (YRD–FJ–PRD) region of China. A first-stage random forest–integrated six meteorological fields was employed to predict the missing values of AOD product, and the combined AOD (i.e., random forest–derived AOD and MODIS 3-km AOD) incorporated with other ancillary variables were developed for predicting PM2.5 concentrations within a second-stage random forest model. The results showed that the first-stage random forest could explain 94% of the AOD variability over YRD–FJ–PRD region, and we achieved a site-based cross validation (CV) R2 of 0.87 and a time-based CV R2 of 0.85. The full-coverage PM2.5 concentrations illustrated a spatial pattern with annual-mean PM2.5 of 46, 40, and 35 μg m−3 in YRD, PRD, and FJ, respectively, sharing the same trend with previous studies. Our results indicated that the proposed two-stage random forest model could be effectively used for PM2.5 estimation in different areas.