The mass concentration, chemical composition, and source apportionment of PM2.5 in the urban, industrial, scenic, traffic, and rural sites of Zhengzhou were studied from February to December of 2016. The average annual concentration of PM2.5 in these five sites was 119 µg/m3, which was lower than the annual average between 2013 and 2015. However, PM2.5 pollution remains serious in Zhengzhou. PM2.5, elemental carbon (EC), organic carbon (OC), and water-soluble inorganic ions (WSIIs)—with the exception of F−, Ca2+, and Mg2+—showed a relatively homogeneous spatial distribution in this area. Among these pollutants, WSIIs, carbonaceous species (EC and OC), and elements accounted for 47.7%, 14.4%, and 9.6% of PM2.5 concentration in Zhengzhou, respectively. The annual OC/EC ratio in Zhengzhou was 8.3, which indicates the possible presence of a secondary organic carbon. Six main sources of PM2.5 in Zhengzhou, namely, soil dust (15.1%), coal combustion (17.6%), secondary aerosol (35.1%), vehicle traffic (17.3%), industry (7.3%), and biomass burning (7.7%), were identified by using a positive matrix factorization model. The results of the back trajectory and potential source contribution function analysis revealed that the air mass from regions of the Shandong and Hubei Provinces aggravated the pollution in Zhengzhou, and Puyang, Hebi, Xinxiang, and Kaifeng were the main potential sources of PM2.5, respectively. The carcinogenic risks of As to children through the ingestion pathway exceeded the acceptable level. The findings of this work can provide an in-depth understanding of the PM2.5 pollution in Zhengzhou.