This study investigated atmospheric PM2.5 concentration, PM2.5/PM10 ratio, total PCDD/Fs concentration, PCDD/F phase distribution, PM2.5-bound total PCDD/Fs-WHO2005-TEQ content, and dry deposition of PCDD/Fs for Xiamen and Zhangzhou Cities during 2015–2017, and sensitivity analysis of both atmospheric PM2.5-bound total PCDD/Fs-WHO2005-TEQ content and dry deposition of PCDD/Fs in these two cities. During 2015–2017, the three-year average concentration of PM2.5 in Xiamen was 27.6 µg m–3, while that of Zhangzhou was 33.9 µg m–3; this level is still higher than the WHO annual PM2.5 standard (10.0 µg m–3). In addition, the summer PM2.5-bound total PCDD/Fs-WHO2005-TEQ content in Xiamen and Zhangzhou Cities was 0.131 ng-WHO2005-TEQ g–1 and 0.161 ng-WHO2005-TEQ g–1. And it is lower than the average of the other three seasons. In Xiamen, the average monthly dry deposition flux in these three years was 322 pg WHO2005-TEQ m–2 month–1, while that of Zhangzhou was 378 pg WHO2005-TEQ m–2 month–1, respectively. Sensitivity analysis of atmospheric PM2.5-bound total PCDD/Fs-WHO2005-TEQ content showed that the most sensitive parameters are total PCDD/F mass concentration and PM10 concentration, followed by atmospheric temperature and PM2.5 concentration; in addition, the sensitivity analysis of atmospheric dry deposition is similar to those of atmospheric PM2.5-bound total PCDD/Fs-WHO2005-TEQ content. The results of this study provide useful information for better understanding PM2.5, particle-bound PCDD/Fs content and PCDD/Fs dry deposition in the ambient air of urban cities.