Objective <p>In the current study, we explored the associations between exposure to fine particulate matter (PM_2.5) constituents and full-term small for gestational age (SGA) in different periods.</p> Methods <p>We included 155,897 participants, and matched the exposure concentrations of PM_2.5 and its constituents [sulfate (SO₄²⁻), nitrate (NO₃⁻), ammonium (NH₄⁺), organic matter (OM), and black carbon (BC)] according to participants’ geographical location. To explore the associations of prenatal exposure to PM_2.5 and its constituents with the risk of full-term SGA, we used logistic regression, restricted cubic spline regression (RCS) and quartile g-computation (QGCOMP).</p> Results <p>We found that individual exposure to PM_2.5 and its constituents was positively associated with the risk of full-term SGA (<i>P</i> &lt; 0.05), whether in the year before pregnancy or the entire pregnancy. These associations were more pronounced in the second trimester. We found that the risk of full-term SGA was positively and linearly related to the concentrations of PM_2.5 and its constituents (<i>P</i>_{<i>overall</i>} &lt; 0.05, <i>P</i>_{<i>nonlinear</i>} &gt; 0.05). The associations of PM_2.5 and its constituents with full-term SGA were stronger in multiparous mothers. Moreover, full-term SGA was associated with exposure to mixtures of SO₄^2–, NO₃^–, NH₄⁺, OM, and BC before pregnancy and in the second and third trimester. Among these, BC was positively associated with full-term SGA at each of the aforementioned stages.</p> Conclusions <p>The risk of full-term SGA was positively and linearly related to concentrations of PM_2.5 and its constituents, and these associations were more pronounced in the second trimester. BC was the most hazardous constituent of PM_2.5 that was associated with full-term SGA.</p>