Nitrate becomes a vital secondary component in atmospheric aerosols, especially in the urban areas with effective control of sulfur emissions. The elucidation of NO₃⁻ formation pathways and sources would be very helpful for accurately modeling and controlling the particle pollution. In this study, the dual isotopic compositions (δ¹⁵N and δ¹⁸O) of size-segregated NO₃⁻ aerosols were measured at an urban site of Shanghai in the winter of 2018 and the late summer of 2019. The formation mechanisms and sources of NO₃⁻ in five size-modes and different seasons were explored by combining analyses of dual isotopes, ion concentrations, air mass back trajectories and the Bayesian isotopic mixing model. Our results showed that the δ¹⁸O-NO₃⁻ values in summer (62.1 ± 12.8‰) were generally lower than those in winter (80.1 ± 9.9‰) with the lowest values in Aitken (sub–0.1 μm) and condensation modes (0.1–0.56 μm, 48.6 ± 9.8‰). This suggested that NO₂ + ∙OH pathway probably played a significant role in the NO₃⁻ formation in summer (56.1 ± 4.8%) especially in Aitken and condensation modes, while N₂O₅ heterogeneous and NO₃ + RH/RSC (hydrocarbons/reduced sulfur compounds) pathways could be critical in winter (55.0 ± 12.6% and 28.3 ± 15.2%, respectively). The isotopic fractionation may play a critical role in the size distribution of δ¹⁵N-NO₃⁻. Based on the formation pathways of NO₃⁻ and calculated fractionation factors ${\mathrm{\epsilon }}_N$, the contribution of major NO_x sources to NO₃⁻ aerosols in Shanghai was estimated. It was found that diesel engine exhaust contributed to the highest percentages (39.3% and 32.1%) of NO₃⁻ aerosols followed by gasoline engine exhaust (30.9%) and coal combustion (29.4%) in summer and winter, respectively. The contribution of coal combustion was almost doubled in winter compared to summer whereas soil emission decreased. Our results suggest that the impact of diesel engine exhaust on particle pollution in eastern Chinese megacities should be emphasized.