Based on the method of moss bags, atmospheric deposition of heavy metals including Hg, Cu, Pb, Zn, and Ni was investigated using three kinds of mosses, i.e., Bazzania yoshinagana (Steph.) Steph. ex Yasuda, Dicranum nipponense Besch., and Brotherella (Duby) Fleisch, with reference to the monitoring in five sites, i.e., Jiulongpo District (JLPD), Nanan District (NAD), Jiangbei District (JBD), Beibei District (BBD), and Jinyun Mountain (JYM), in Chongqing, China. The results showed that atmospheric deposition of heavy metals in Chongqing was significantly much higher than the control site (JYM). Among the sites, JLPD, the main industrial area in Chongqing, was more seriously polluted due to the more discharge of waste gas, compared to BBD, NAD, and JBD. The atmospheric deposition of heavy metals had a trend that dry deposition (60–65%) was larger than wet deposition (35–40%) due to the climate nature in Chongqing. According to the results of principal component analysis, the five monitoring districts could be divided into three groups: (1) unpolluted: JYM; (2) light polluted: JBD, NAD, and BBD; (3) heavy polluted: JLPD. The characteristics of bryophyte could put some effects on its accumulation of atmospheric heavy metals, e.g., Brotherella (Duby) Fleisch, the one with highest abundance of branches and leaves in the three bryophyte species, could accumulate more metals than other two species according to the monitoring results.