Atmospheric pollution by fine particulates and mercury (Hg) in emerging economies is a serious environmental concern. Here, we present Hg concentrations and isotope compositions of 24-hour integrated fine particulate matter (PM_2.5) samples collected during January 2014 at four large Chinese cities (three inland cities: Beijing, Changchun and Chengdu; one coastal city: Hong Kong), with an aim of identifying the potential Hg sources and transformation processes. Mean concentrations of PM_2.5 (171 ± 62 μg m⁻³) and PM_2.5-bound Hg (1.3 ± 1.1 ng m⁻³) in Chengdu were the highest. Overall, PM_2.5 samples in Chinese inland cities were characterized by moderately negative δ²⁰²Hg (−1.08 ± 0.64‰, 1σ), slightly negative Δ¹⁹⁹Hg (−0.13 ± 0.28‰, 1σ) and insignificant Δ²⁰⁰Hg (0.03 ± 0.05‰, 1σ). On average, δ²⁰²Hg of PM_2.5 was the highest in Chengdu (−0.74 ± 0.67‰, 1σ), followed by Beijing (−1.11 ± 0.26‰, 1σ) and Changchun (−1.60 ± 0.45‰, 1σ). PM_2.5 from Beijing showed the most negative Δ¹⁹⁹Hg (−0.31 ± 0.40‰, 1σ) that was significantly lower than Changchun (−0.12 ± 0.21‰, 1σ) and Chengdu (−0.02 ± 0.15‰, 1σ). Coal combustion and cement production were identified to be the dominant sources of PM_2.5-bound Hg in these cities, with additional Hg sources from non-ferrous metal smelting in Chengdu. Besides, Hg emissions from biomass burning were evident in specific days for each city. We found that source materials and isotope fractionation during emission processes could not fully explain the observed Hg isotope compositions in PM_2.5, especially the large negative Δ¹⁹⁹Hg values (<−0.3‰) in Beijing. The near-unity slope of Δ¹⁹⁹Hg vs. Δ²⁰¹Hg in PM_2.5 samples from each studied city indicates that Hg^II in the fine aerosols was likely photo-reduced to different degrees in the atmosphere following emission from sources.