We collected and analyzed atmospheric particulates in Changji, China, in order to investigate size distribution of atmospheric particulates and Pb concentrations in TSP during cold-weather heating periods. The results indicated that during such periods, contamination increased as particle size decreased. As compared with the non-heating period, the concentrations of atmospheric particulates were relatively higher during the heating period. The concentrations of TSP, PM₁₀, PM₅, and PM_2.5 had two peaks during this time. Coal combustion and meteorological variables – especially temperature – could be the main contributing factors. The size distribution of atmospheric particulates had certain regularity. The ratio of atmospheric particulates with size under 2.5 μm in TSP first increased and then decreased during the heating period. Atmospheric particulates with size between 2.5 to 5, 5 to 10, and 10 to 100 μm in TSP had the same change trend of first decreasing and then increasing. The change in the Pb trend was contrary to the temperature during the heating period, which may be caused by the fact that as temperature decreased, the intensity of coal combustion for heating increased, which emitted a lot of Pb. Conducting this study plays a significant role in prevention and control of atmospheric pollution and ecological environmental protection.