Transboundary air pollutants that deteriorate ambient air quality have become an emerging international concern recently. This study analyzed and simulated an air pollution case of highly concentrated particulate matter (PM) formed by a severe dust storm case from January 17 till 19 in 2014. For this case, concentrations of PM10 and PM2.5 reached up to 680 and 165 µg m–3, respectively. Those concentrations were 5–10 folds higher than the proposed ambient air quality standards of Taiwan. The mechanisms for forming high-concentrated PM in the ambient air of Taiwan and its surrounding area were investigated. Based on the monitored pollutant concentrations and the simulation results with the Weather Research and Forecasting-Chemistry (WRF-Chem) model, both the meteorological conditions and the mechanisms for forming high-concentrated PMs were analyzed. The long-range transported-in air pollutants, travelling with the movement of a strong continental cold high-pressure system originating in northern China, contributed to the poor ambient air quality. Two important mechanisms for forming this highly concentrated PM were proposed, including the transported-in transboundary air pollutants (or their precursors) from China and the leeward side effects on the western side of the Taiwan Island. Low inversion layers in the atmosphere and terrain downwash near the ground surface were observed in this case study while continental cold air approached. The WRF-Chem model simulation results confirmed that the ambient air of western Taiwan was dry and moved downward during the investigated period. Hence, the contribution of transboundary air pollutants to deteriorating ambient air quality cannot be ignored.