PM_2.5 pollution seriously affects the environment, human health and socio-economic development, which has garnered wide-spread attention. Technological innovation plays a great role in PM_2.5 concentration. Thus, better understanding of the influence of technological innovation on PM_2.5 concentration is necessary. The Yangtze River Delta (YRD) was selected as the study area. This paper explored the spatial characteristic of PM_2.5 concentration and technological innovation. Then, bivariate Moran’s I was applied to analyzed the spatial correlation between technological innovation and PM_2.5 concentration. The geographically and temporally weighted regression (GTWR) model was applied to explore the spatial heterogeneity of the influence of technological innovation on PM_2.5 concentration, and geographical detector model was applied to reveal the interactive influence between technological innovation and other factors. The main conclusions were as follows. (1) No city’s PM_2.5 concentration fell below the standard which is considered harmless to human health. Cities in the northwest of the YRD had higher PM_2.5 concentration. (2) Cities in the core region of the YRD had relatively higher technological innovation. (3) There existed negative spatial correlation between technological innovation and PM_2.5 concentration, and three local spatial correlation types were found. (4) Technological innovation contributed to the decrease in PM_2.5 concentration. The interactive influence between technological innovation and natural factors was generally greater than that between technological factors and socio-economic factors. Comparing to other socio-economic factors, technological innovation and foreign investment had greater interactive influence on PM_2.5 concentration. Finally, some policy recommendations were drawn.