Urban air quality is continuing to deteriorate. If we want to do something about this problem, we need to know the cause of the pollution. The big problem, not only in Europe, is the high concentrations of particulate matter (PM) in the urban environment. The origin of these particles can be different, including combustion, transport, industry, natural resources, etc. Particulate matter includes a large amount of the finest PM fractions, which can remain in the air for a long time, easily enter respiratory tracks, and damage human health. Particulate matter is also produced by the abrasion of different parts of roads and vehicle fleets and from resuspension road dust, which concerns matter with larger aerodynamic diameters. For this reason, we carried out a series of measurements at various measuring stations in Žilina, Slovakia, during different measuring seasons. The main objective was to find out the diversity of particulate matter sources in Žilina. The search for the particulate matter origin was carried out by particulate matter measurements, determination of the particulate matter fraction concentrations (PM10, PM2.5, and PM1), an investigation on the effect of secondary factors on the particulate matter concentrations, chemical analyses, and multivariate statistical analyses. Varied behavior of the particulate matter with respect to the measurement station and the measurement season was found. Differences in the concentrations of investigated chemical elements contained in the PM were found. Significant changes in the concentrations of particulate matter are caused not only by primary sources (e.g., road traffic in the city of Žilina), but mainly by the negative events (combination of air pollution sources and meteorological conditions). Maximum concentrations of particulate matter PM10 were measured during the winter season at the measuring station on Komenského Street: PM10 126.2 µg/m3, PM2.5 97.7 µg/m3, and PM1 90.4 µg/m3 were obtained using the gravimetric method. The coarse fraction PM2.5-10 was mainly represented by the chemical elements Mg, Al, Si, Ca, Cr, Fe, and Ba, and the fine fraction PM2.5 was represented by the chemical elements K, S, Cd, Pb, Ni, and Zn. Road transport as a dominant source of PM10 was identified from all measurements in the city of Žilina by using the multivariate statistical methods of principal component analysis (PCA) and factor analysis (FA).