Prenatal life exposure to fine particulate matter (aerodynamic diameter less than or equal to 2.5 µm, PM_2.5) has been linked with increased risk of adverse fetal development and birth outcomes in previous studies. However, to our knowledge, no study has investigated the association of maternal PM_2.5 with the risk of fetal distress, which is a harmful fetal status and may lead to fetal brain damage, even fetal death. Therefore, we conducted a study to determine the association between maternal PM_2.5 and fetal distress among 7835 mother-infant pairs from a birth cohort, in Wuhan, China, 2013–2015. The individual daily PM_2.5 level was assessed using land use regression model. We evaluated the association of maternal PM_2.5 level over the whole pregnancy with fetal distress by logistic regression model, and estimated the risk between PM_2.5 exposure in specific trimester and fetal distress using generalized estimating equations. We observed that per 10 µg/m³ change of maternal PM_2.5 level over the whole pregnancy was associated with 25% increased risk of fetal distress (95% confidence interval: 1.09–1.44). Further, we found PM_2.5 level in the 2nd trimester, but not in the 1st and 3rd trimesters, was associated with fetal distress. Stratified analyses indicated that the association was only significant among infants who were born in cold seasons. Our study suggested that PM_2.5 exposure during the whole pregnancy exhibited significant associations with the risk of fetal distress, and exposure in the 2nd trimester maybe the susceptible window. Further stratified analyses indicated that birth season is a possible modifier in the association.