In recent years, toxic pollution from heavy metal(loid)s in soil has become a severe environmental problem worldwide. The migration and transformation of heavy metal(loid)s in soil have become hot topics in the field of environmental research. Soil particle size plays an important role in influencing the environmental behavior of heavy metal(loid)s in soil. This review collates and synthesizes the research on the adsorption, distribution, and migration of heavy metal(loid)s in soil particles. There is no unified method for soil particle separation, since the purposes of different studies are different. Regardless of adsorption or distribution characteristics, fine soil particles generally exhibit a higher capacity to combine heavy metal(loid)s; however, certain studies have also observed a contrary phenomenon, according to which heavy metal(loid)s were more enriched in coarser particles. The adsorption and distribution of heavy metal(loid)s in soil particles were essentially determined by the physicochemical properties of the soil particles. Land use obviously affected the distribution of heavy metal(loid)s in the soil particles. Organic matter had an important influence on the distribution and availability of heavy metal(loid)s in agricultural and forest soils, while for urban soils and sediments, clay minerals or metal (hydr)oxides may play the dominant role. Preferential surface migration of fine particles during erosion processes did not always lead to the enrichment of heavy metal(loid)s in the lost soil. Further research should be conducted to explore the relationships among the soil aggregates, organic matter, heavy metal(loid)s, and soil microorganisms; the association between the distribution and availability of heavy metal(loid)s and the properties of soil particles; and the migration patterns of heavy metal(loid)s in soil particles at different scales.