Abstract: The evolution and current situation of regulatory policy on PM_2.5 and O₃ in the USA and the European Union was analyzed. The “Clean Air Act” is the main part of PM_2.5 and O₃ regulatory policy of the USA's. The national management is the dominant part, and state autonomous management is the independent execution units. Such a system could better promote the regulation of various states depending on local circumstances, and fully mobilize the enthusiasm of various states. The regulatory policy in European Union is supervised, managed and regulated by seven European Union organizations and institutions. Each member country follows the "2008/50/EC Directive" or more stringent national standards. The United States and European Union, whose main regulatory system is implemented by each state or member country, set strict standards, strengthen the monitoring, and achieve a high degree of public informed. The implementation of these policies can provide a certain reference to PM_2.5 and O₃ regulatory measures in China.