Purpose: Even though clinical, epidemiological and toxicological studies have progressively provided a better knowledge of the underlying mechanisms by which air pollution-derived particulate matter (PM) exert its adverse health effects worldwide, further studies are still needed. Emerging data suggested the possible alterations of some critical epigenetic marks by air pollution in general, and, in particular, its fine particle fraction (i.e., aerodynamic diameter ≤ 2.5 µm, PM2.5). Hence, in this work, we try to better determine whether epigenetic marks (i.e., DNA methylation, histone acetylation/deacetylation, miRNA) occurred and persisted in the lungs of mice exposed to urban PM2.5, 24 h after their acute exposure, and 24 h and 2 months after their subchronic exposure. Methods: A/J mice (male, specific and opportunistic pathogen free, 10 weeks, n = 6/group) were exposed either for 24 h by one intranasal instillation, or for 28 days by 3 intranasal instillations/week, to 0, 10, 50 and/or 100 µg of urban PM2.5 suspended in 30 µl of sterile saline. Mice were sacrificed either 24 h after their acute exposure, or 24 h or 2 months after their subchronic exposure, and lungs were collected. Global DNA methylation, gene promoter methylation of some critical cell cycle regulators, DNA methyltransferase (DNMT) activity, histone H3 post-translational modifications (i.e., H3K9ac, H3K14ac, and H3K27ac), histone acetyltransferase (HAT) and deacetylase (HDAC) activities, and miRNA profiles were studied in lungs by ELISA, EpiTectMethyl II PCR mouse cell cycle, and TaqMan® OpenArray® Rodent MicroRNA Panel. Non-parametric Mann-Whitney U-test was used to look at statistical differences versus controls (p < 0.05). Results: Dose-dependent global DNA hypomethylation and DNMT activity decreases, gene promoter hypermethylation of some cell cycle regulators (e.g., cdk2, cdk4, cdkn1a, cdkn1b, gadd45a), histone H3 acetylation and HDAC/HAT decreases were reported in mice acutely exposed (p < 0.05). All these relevant epigenetic marks were highly deregulated 24 h after the subchronic exposure (p < 0.05), and most of them persisted, at a lesser extent, 2 months after exposure cessation (p < 0.05). Differentially regulated miRNA were found not only in the lungs of mice acutely exposed (i.e., 2 up- and 5 down-regulated), but mostly 24 h after the subchronic exposure (i.e., 26 up- and 1 down-regulated); some of them persisted 2 months after exposure cessation (i.e., 3 up- and 4 down-regulated) (FC < 0.5 or > 2, p < 0.05). Accordingly, the alteration of all these epigenetic marks, also persisting after exposure cessation, triggered in the lungs by ambient PM2.5, could dramatically contribute to the development and/or exacerbation of an inflammatory response (i.e., deacetylation of histone H3, miRNA) and to a deregulation of cell cycle/induction of tissue remodeling (i.e., gene promoter hypermethylation of cell cycle regulators, miRNA) after exposure to ambient PM2.5.