This study focused on PM_2.5 compositions and sources and explored their spatiotemporal and policy-related variations based on observation at 19 sites during wintertime of 2015–2019 in a fast-developing megacity. We found that PM_2.5 compositions for the outermost zone in 2019 were similar to those for the core zone 2 or 3 years ago. Percentage contributions of coal and biomass combustion dramatically declined in the core zone, while the traffic source showed an increasing trend.