Based on the scientific identification of urban built-up areas, the spatial and temporal characteristics of PM2.5 concentrations in Chinese cities during 2000–2015, and the factors influencing them, were analyzed by exploratory spatial analysis and spatial econometric models. The results showed that the concentration of PM2.5 in Chinese cities increased in an inverted “L” pattern during 2000–2015. However, the cities with high PM2.5 concentrations are characterized by large-scale agglomeration, and urban agglomeration is an urban agglomeration area with a high PM2.5 concentration. Specifically, the areas with high PM2.5 concentrations are affected by natural factors, social and economic factors and urban form factors which all work together. From 2000 to 2005, the annual average concentration of PM2.5 across all Chinese cities increased from 31.19 µg m^–3 to 46.00 µg m^–3, and small-scale high concentrations were densely concentrated at the intersection of Hebei, Shandong and Henan. From 2005 to 2010 and from 2010 to 2015, the annual average growth rate of the PM2.5 concentration in urban areas slowed down, with average levels of 47.67 µg m^–3 in 2010 and 48.72 µg m^–3 in 2015, representing increases of only 3.63% and 2.20%, respectively. In 2010, the high-concentration agglomeration areas expanded to include the Beijing-Tianjin-Hebei region, the Central Yangtze River, the Yangtze River Delta, and the Chengdu Plain; while in 2015 they further expanded to the entire North China Plain, the Central Yangtze River, and the Harbin-Changchun region.