Uncertainties regarding optimized air pollution control remain as the underlying mechanisms of city-specific ambient particulate matter (PM)-induced health effects are unknown. Here, water-soluble extracts of PMs collected from four global cities via automobile air-conditioning filters were consecutively injected three times by an amount of 1, 2, and 2 mg into the blood circulation of Wistar rats after filtration by a 0.45 μm pore size membrane. Acute health effects, such as immune and inflammatory responses and hemorrhage in alveoli, were observed right after the PM extraction injection. Significant differences between cities in biomarker tumor necrosis factor-α (TNF-α) and monocyte chemoattractant protein-1 (MCP-1) levels were detected following the second and third PM injections. Rats' inflammatory responses varied substantially with the injections of city-specific PMs. Repeated PM extract exposure rendered the rats more vulnerable to subsequent challenges, and downregulation of certain microRNAs was observed in rats. Among the studied miRNAs, miR-125b, and miR-21 were most sensitive to the PM exposure, exhibiting a negative dose-response-type relationship with a source-specific PM (oxidative potential) toxicity (r2 = 0.63 and 0.57; p-values < 0.05). The results indicated that city-specific PMs could induce different health effects by selectively regulating different miRNAs, and that certain microRNAs, e.g., miR-125b and miR-21, may be externally mediated to neutralize PM-related health damages.