Ambient particulate matters and temperature were reported to have additive effects over the respiratory disease hospital admissions and deaths. The purpose of this study is to discuss the interactive pulmonary toxicities of cold stress and fine particulate matter (PM2.5) exposure by estimating inflammation and oxidative stress responses. 48 Wistar male rats, matched by weight and age, were randomly assigned to six groups, which were treated with cold stress alone (0 °C, 10 °C, and 20 °C (Normal control)) and cold stresses plus PM2.5 exposures respectively. Cold stress alone groups were intratracheal instillation of 0.25 mL normal saline, while cold stress plus PM2.5 exposure groups were intratracheal instillation of 8 mg/0.25 mL PM2.5. These procedures were carried out for three times with an interval of 48 hours for each treatment. All rats were sacrificed after 48 hours of the third treatment. The bronchoalveolar lavage fluid (BALF) was collected for analyzing inflammatory cells and cytokines, and lung homogenate MDA was determined for oxidative stress estimation. Results showed higher level of total cell and neutrophil in the BALF of PM2.5 exposed groups (p < 0.05). Negative relationships between cold stress intensity and the level of tumor necrosis factor alpha (TNF-a), C-reactive protein (CRP) interleukin-6 (IL-6) and interleukin-8 (IL-8) in BALF were indicated in PM2.5 exposure groups. Exposure to cold stress alone caused significant increase of inflammatory cytokines and methane dicarboxylic aldehyde (MDA) and decline of superoxide dismutase (SOD) and glutathione peroxidase (GSH-Px) activity only in 0 °C exposure group (p < 0.05). The two-way ANOVA found significant interactive effects between PM2.5 exposure and cold stress in the level of neutrophil, IL-6 and IL-8 and SOD activity (p < 0.05). These data demonstrated that inflammation and oxidative stress involved in the additive effect of PM2.5 exposure and cold stress on pulmonary toxicity, providing explanation for epidemiological studies on the health effect of ambient PM2.5 and cold stress.