This article describes the development and validation of a solid-phase microextraction method using direct immersion and cold fiber (DI-CF-SPME) to collect samples in ambient air particulate matter and a gas phase to analyze 16 priority polycyclic aromatic hydrocarbons by gas chromatography mass spectrometry. This method has proven to yield good results for some validation parameters. Limits of detection and quantification ranged from 0.008 ng m−3 to 0.095 ng m−3 and from 0.020 ng m−3 to 0.101 ng m−3, respectively. The inter-assay precision shows a coefficient of variation ranging from 1.01% to 15.75%. The method was applied to the analysis of samples collected in 2014 and 2015 in the urban area of Belo Horizonte, located in southeastern Brazil. The samples were collected next to high-traffic routes and industrial regions using a PM10 (<10 μm) high-volume air sampler for 24-h periods. The total concentration of polycyclic aromatic hydrocarbon found in samples collected simultaneously in filter and foam were 8.53 ng m−3 and 18.58 ng m−3, respectively. Anthracene and fluoranthene showed the highest concentrations in the gas phase, whereas benzo(b)fluoranthene and benzo(ghi)perylene showed the highest levels in the particulate phase. A model based on principal component analysis was applied to identify possible anthropogenic sources of individual polycyclic aromatic hydrocarbons in 68 particulate matter samples. The results suggest that the main sources of these pollutants came from a combustion engine.