Frequent occurrences of smoggy weather are increasingly raising people’s requirements for indoor environments. Not only is thermal comfort indoors important, but the diffusion characteristics of indoor particulate matter must also be considered. In rural residences in severely cold regions, when farmers engage in activities such as cooking and heating, high concentrations of particles released from stoves and furnaces can spread throughout the room and adjacent rooms. Additionally, the temperature differences created by heating methods such as brick beds (kang), soil-based heaters, and stoves can lead to natural convection within the house. Particles are influenced by the indoor temperature gradient and move within the indoor space. Therefore, it is practically significant to investigate how rural residents’ activities and insulation methods affect the indoor thermal environment and the diffusion characteristics of particles. This study conducted experiments in a rural residence in Shenyang City. The results show that applying plastic film to the exterior walls as an insulation method can effectively improve the temperature distribution in the horizontal direction indoors and significantly reduce the temperature non-uniformity coefficient, while having no noticeable effect on temperature distribution in the vertical direction. Cooking and heating activities in rural residences significantly disturb the concentration and distribution of PM2.5 and PM10 indoors. Fine particles remain in the central area of the room and in the breathing zone of occupants for extended periods due to thermophoresis. Among different fuels, coal and straw combustion generate the most pollutants, which tend to linger in the kitchen for long periods.