Air pollution is an important public health problem that endangers human health. However, the casual association and pathogenesis between particles < 2.5 μm (PM2.5) and hyperlipidemia remains incompletely unknown. Mendelian randomization (MR) and transcriptomic data analysis were performed, and an air pollution model using mice was constructed to investigate the association between PM2.5 and hyperlipidemia. MR analysis demonstrated that PM2.5 is associated with hyperlipidemia and the triglyceride (TG) level in the European population (IVW method of hyperlipidemia: OR: 1.0063, 95%CI: 1.0010–1.0118, p = 0.0210; IVW method of TG level: OR: 1.1004, 95%CI: 1.0067–1.2028, p = 0.0350). Mest, Adipoq, Ccl2, and Pcsk9 emerged in the differentially expressed genes of the liver and plasma of PM2.5 model mice, which might mediate atherosclerosis accelerated by PM2.5. The studied animal model shows that the Paigen Diet (PD)-fed male LDLR−/− mice had higher total cholesterol (TC), TG, and CM/VLDL cholesterol levels than the control group did after 10 times 5 mg/kg PM2.5 intranasal instillation once every three days. Our study revealed that PM2.5 had causality with hyperlipidemia, and PM2.5 might affect liver secretion, which could further regulate atherosclerosis. The lipid profile of PD-fed Familial Hypercholesterolemia (FH) model mice is more likely to be jeopardized by PM2.5 exposure.