A comparative study of pretreatment methods for the determination of 10 elements (As, Cd, Pb, V, Ni, Mn, Cr, Cu, Fe, Al) in atmospheric aerosols by electrothermal atomic absorption spectrometry (ETAAS) was conducted. For the digestion of the particulates collected in filters, six methods were compared using a mixture of HNO3 and HF with or without the addition of various oxidative agents (HClO4 or H2O2) or acids (HCl). The comparative study was performed using loaded cellulose filter samples, which were digested in Parr bombs and heated in a conventional oven at 170 °C for 5 h. The extraction efficiency and blanks were compared and it was proved that the digestion method using only HNO3–HF extracted most of the metals and gave the lowest blanks. The HNO3–HF mixture was selected for the development of an improved microwave digestion method specific for aerosol-loaded filters. The operating parameters were optimized, so that quantitative recovery of the reference materials NIST 1649a urban dust and NIST 1648 urban particulate matter was achieved. The blank of cellulose and teflon filters were also determined and compared. Teflon filters present the lowest blanks for all the elements. The obtained limits of detection for each type of filters were adequate for environmental monitoring purposes. ETAAS instrumental operation was also optimized for the compensation and the elimination of interferences. The temperature optimization was performed for each metal in every type of filter and optimized parameters are proposed for 10 elements.