Recent evidence shows that inhaled PM2.5 can enter the blood circulatory system and even the brain. However, the damage of blood-borne PM2.5 is not clearly elucidated. This work aims to understand and characterize the toxicity, i.e., the acute health effects, of PM2.5 that is directly injected into the blood circulatory system. Rats were injected with different dosages (568, the equivalent of 1 year of inhalation for a rat; 93; and 9.3 µg) of PM2.5 sampled from Beijing via a sterile catheter injected into the jugular vein. The behaviors of the rats upon external interruptions were recorded. Blood samples were collected before exposure and 1 h, 3 days, 5 days, 7 days, and 9 days after the PM2.5 injection for analyzing serum interleukin-6 (IL-6), C-reactive protein (CRP), tumor necrosis factor-α (TNF-α), endotoxin, and 8-hydroxydeoxyguanosine (8-OHdG) levels. After euthanization, the heart, lung, liver, kidney, and spleen were taken and processed for histopathological analysis. PM2.5 components were also analyzed. Acute inflammation with 102% and 90% increases for IL-6 and CRP, respectively, was observed 1 h after the 568 µg-PM2.5 injection, while oxidative DNA damage occurred only five or more days later, which was accompanied by significantly elevated endotoxin levels. Hemorrhage of lung alveoli and behavioral changes, including fear and non-responsiveness, were also observed. Surprisingly, all exposed rats seemingly survived the PM2.5 injection, behaving similarly to the control groups. The immune defense might have played an important role in combating the PM2.5 injection. The results showed acute health effects from directly injected PM2.5, including rapid inflammation, oxidative damage, and routine-behavioral changes. Further study about the long-term effects of injection and the immune defense is warranted. Nonetheless, the results here suggest that PM2.5 health effects may have to some extent been exaggerated in the literature.