As fine particle (FP) pollution is harmful to humans, previous studies have focused on the mechanisms of FP removal by forests. The current study aims to compare the FP removal capacities of urban forests and wetlands on the leaf, canopy, and landscape scales. Water washing and scanning electron microscopy are used to calculate particle accumulation on leaves, and models are used to estimate vegetation collection, sedimentation, and dry deposition. Results showed that, on the leaf scale, forest species are able to accumulate more FP on their leaf surface than aquatic species in wetlands. On the canopy scale, horizontal vegetation collection is the major process involved in FP removal, and the contribution of vertical sedimentation/emission can be ignored. Coniferous tree species also showed stronger FP collection ability than broadleaf species. In the landscape scale, deposition on the forest occurs to a greater extent than that on wetlands, and dry deposition is the major process of FP removal on rain-free days. In conclusion, when planning an urban green system, planting an urban forest should be the first option for FP mitigation.