In order to probe the seasonal variation, formation mechanisms as well as geographical origins of fine particles and its chemical components in two cities (Zhengzhou, ZZ and Xinxiang, XX) in Central Plains Urban Agglomeration, daily PM2.5 aerosol samples were collected for four consecutive seasons during 2017–2018. The annual average concentrations of PM2.5 (particulate matter with an aerodynamic diameter smaller than 2.5 μm) were calculated at 70.5 ± 50.8 and 69.0 ± 46.3 μg m−3 at ZZ and XX, respectively. Daily ambient PM2.5 concentrations ranged from 18.2 to 303.0 μg m−3, among which >81% of the total sampling days exceeded the National Ambient Air Quality Standard of China (NAAQS, 35 μg m−3 as an annual average). Additionally, concentrations of PM2.5 and its major chemical components were seasonally dependent, usually with the highest mass concentration in winter. Compared with previous studies, higher NO3−/SO42− were observed in this study depicted that air pollution caused by motor vehicle exhaust cannot be ignored. OC concentration was higher at ZZ than XX during sampling campaign likely partially caused by larger number of motor vehicles, chemical pesticide and solvent used in ZZ. Both homogeneous and heterogeneous reactions played an important role in the formation of nitrate, while heterogeneous reactions dominated the formation of sulfate. We also found a faster increase in nitrate than in sulfate during the evolution of haze. The characteristics of long-range transportation of PM2.5 and its major chemical components and gaseous precursors were observed at both sites through back trajectories and WPSCF analysis, suggesting the complexity of air pollution and the multi-influence among cities. Display omitted •Seasonal variation characteristics of PM2.5 and its chemical components are explored.•A faster increase in nitrate than in sulfate during the evolution of haze periods.•Severe pollution in winter has alleviated obviously compared with previous years.•Discrepancies of individual compositions of PM2.5 at both sites are significant.•Long-range transportation of PM2.5 is observed at both sites with WPSCF analysis.