PM_2.5 pollution poses severe health risks to urban residents in low and middle-income countries. Existing studies have shown that the problem is affected by multiple socioeconomic factors. However, the relative contribution of these factors is not well understood, which sometimes leads to controversial controlling measures. In this study, we quantified the relative contribution of different socioeconomic factors, including the city size, industrial activities, and residents' activities, to PM_2.5 pollution in urban China between 2014 and 2015 by using structural equation model (SEM). Our results showed that industrial activities contributed more to PM_2.5 pollution than other factors. The city size and residents’ activities also had significant impacts on PM_2.5 pollution. The combined influence of all socioeconomic factors could explain between 44% and 48% of variation in PM_2.5 pollution, which indicated the existence of influences from other factors such as weather conditions and outside sources of pollutants. Findings from our study can contribute to a more comprehensive understanding of the socioeconomic causes of PM_2.5 pollution.