The enrichment of heavy metals in air-borne particulate matters poses a great threat to health. In order to understand the mineralogical characteristics and sources of heavy metals in atmospheric particulate matter in coal mining cities, PM_2.5 (particulate matter with an aerodynamic diameter less than 2.5 μm), PM₁₀ (particulate matter with an aerodynamic diameter less than 10 μm) and TSP (total suspended particulates) were sampled from Huainan city, China in December 2016 and May 2017. The contents of heavy metals in TSP are the highest, while those in PM_2.5 are the lowest. Zn, Mn, and Pb are the main components of heavy metals in Huainan atmospheric particulates. Straw burning activities may result in relatively higher atmospheric particulate matter content in summer than that in winter. The proportion of mineral particles in the studied particulate matters was the highest (40.79%), followed by soot aggregates (35.55%) and coal fly ash (19.74%). The results of energy spectrum analysis show that the main component of soot aggregates is C, and other contents are contributed by elements such as O and Si. Coal fly ash mainly contains C, O, Si, and a small amount of Al and Na. As, Cd, and Hg are the most easily enriched heavy metals. Industrial emissions, traffic discharges, coal combustion and dust emissions were found to be the main sources of heavy metals in atmospheric particulates.