© 2021 by the authors. Licensee MDPI, Basel, Switzerland. The spatio-temporal characteristics of particulate matter with a particle size less than or equal to 2.5 µm (PM2.5), particulate matter with a particle size less than or equal to 10 µm (PM10), meteorological parameters from September 2018 to September 2019, and Cloud-Aerosol Lidar and Infrared Pathfinder Satellite Observation (CALIPSO) aerosol optical depth (AOD) from 2007 to 2019 were investigated over the Central Line Project of China’s South-North Water Diversion (CSNWD) in Henan Province. To better understand the characteristics of the atmospheric environment over the CSNWD, air quality monitoring stations were installed in Nanyang (in the upper reaches), Zhengzhou (in the middle reaches), and Anyang (in the lower reaches). In this study, daily, monthly, and seasonal statistical analyses of PM2.5 and PM10 concentrations were performed and their relationship with meteorological parameters was investigated. The results show extremely poor air quality conditions over the Zhengzhou Station compared with the Nanyang and Anyang Stations. The annual average PM2.5 concentration did not meet China’s ambient air secondary standard (35 µg/m3 annual mean) over all the stations, while the annual average PM10 concentration satisfied China’s ambient air secondary standard (100 µg/m3 annual mean) over the Anyang and Nanyang Stations, except for the Zhengzhou Station. The highest PM2.5 and PM10 concentrations were observed during winter compared with the other seasons. The results show that PM2.5 and PM10 concentrations were negatively correlated with wind speed and temperature at the Nanyang and Zhengzhou Stations, but positively correlated with relative humidity. However, no significant negative or positive correlation was observed at Anyang Station. There is a strong linear positive correlation between PM2.5 and PM10 (R = 0.99), which indicates that the particulate matter at the three stations was mainly caused by local emissions. Additionally, the AOD values at the three stations were the highest in summer, which may be related to the residues of crops burned in Henan Province in summer.