Particulate matter with aerodynamic diameter <2.5 μm (PM2.5) is associated with asthma exacerbation. In the Children’s Air Pollution Asthma Study, we investigated the longitudinal association of PM2.5 and its components from indoor and outdoor sources with cough and wheeze symptoms in 36 asthmatic children. The sulfur tracer method was used to estimate infiltration factors. Mixed proportional odds models for an ordinal response were used to relate daily cough and wheeze scores to PM2.5 exposures. The odds ratio associated with being above a given symptom score for a SD increase in PM2.5 from indoor sources (PMIS) was 1.24 (95% confidence interval: 0.92–1.68) for cough and 1.63 (1.11–2.39) for wheeze. Ozone was associated with wheeze (1.82, 1.19–2.80), and cough was associated with indoor PM2.5 components from outdoor sources (denoted with subscript “OS”) bromine (BrOS: 1.32, 1.05–1.67), chlorine (ClOS: 1.27, 1.02–1.59) and pyrolyzed organic carbon (OPOS: 1.49, 1.12–1.99). The highest effects were seen in the winter for cough with sulfur (SOS: 2.28, 1.01–5.16) and wheeze with organic carbon fraction 2 (OC2OS: 7.46, 1.19–46.60). Our results indicate that exposure to components originating from outdoor sources of photochemistry, diesel and fuel oil combustion is associated with symptom’s exacerbation, especially in the winter. PM2.5 mass of indoor origin was more strongly associated with wheeze than with cough.