<p>To improve the understanding of the interactions between particles and trace gases in a typical city of the YRD region, continuous measurements of particles and trace gases were made at an urban site in Nanjing during cold seasons in 2016 in this study. The average of particles, including black carbon (BC), PM<sub>2.5</sub>, and PM<sub>10</sub> are 2.602 ± 1.720 μg/m<sup>3</sup>, 58.2 ± 36.8 μg/m<sup>3</sup>, and 86.3 ± 50.8 μg/m<sup>3</sup>, respectively, while the average of trace gases, which contain CO, O<sub>3</sub>, NO<sub>x</sub>, and NO<sub>y</sub>, are 850.9 ± 384.1, 37.7 ± 33.5, 23.5 ± 14.7, and 32.8 ± 22.3 ppb, respectively. Compared to National Ambient Air Quality Standards in China (NAAQS-CN), we found 48 days excess of PM<sub>2.5</sub>, 14 days excess of PM<sub>10</sub>, and 40 days excess of O<sub>3</sub>. The particles, CO, and nitrogen oxide concentrations shared a similar pattern of seasonality and diurnal cycles, which are different from O<sub>3</sub>. The former ones are all high in DJF and at rush hours, while the latter one had high loadings in the daytime, especially when the ultra violet (UV) was high. Correlation analysis reveals the formation of secondary aerosols, especially PM<sub>2.5</sub>, under high O<sub>3</sub> and temperature conditions, and suggests a VOC-sensitive regime for photochemical production of O<sub>3</sub> in urban Nanjing in cold seasons. Backward trajectory analysis suggests the prevailing winds in Nanjing were northerly and easterly during cold seasons in 2016. Air masses from eastern without passing through the urban agglomeration and those from northern without crossing BTH regions were cleaner, but air masses from local regions were more polluted in winter. A case study for a typical O<sub>3</sub> and PM<sub>2.5</sub> episode in December 2016 demonstrated that the episode was generally associated with regional transport and stable weather system. Air pollutants were mostly transported from the western areas with high emissions and weather conditions are controlled by anticyclone and high-pressure system in this region. This study further reveals the important effects of weather system and human activities on the environment in the YRD region, especially in the urban areas, and it's an urgent need for improving air quality in these areas.</p>