A separate report said short-term surge in these particles or other gas pollutants in the air also increases the risk of heart failure.
European epidemiologists said they had found an unmistakeable link between lung cancer and localised air pollution by particulate matter.
The evidence comes from 17 high-quality investigations carried out among 312,000 people in nine European countries, according to the paper in The Lancet Oncology.
These earlier studies, which had already been published, were based on reliable records of the health and lifestyle of 2,095 people who died from lung cancer during an average 13-year monitoring period.
The team sourced environmental data around the individuals' home addresses, then calculated their exposure to levels of particulate matter -- the gritty residual pollution from fossil-fuel-burning power stations, cars and factories.
Particulate matter falls into two categories: PM2.5, meaning particles measuring no more than 2.5 micrometres, 30 times smaller than a human hair, and the slightly coarser variant, PM10.
Current EU air quality standards limit PM10 exposure to a yearly average of 40 microgrammes per cubic metre, and PM2.5 exposure to 25 microgrammes per cubic metre per year.
The UN's World Health Organisation (WHO) has guidelines recommending that annual exposure be limited to 20 microgrammes per cubic metre for PM10 and 10 microgrammes per cubic metre for PM2.5
Unexpectedly, the new study found a cancer risk at every level, and confirmed that the higher the level, the greater the risk.
The results took account of smoking, diet and occupation -- which can skew the risk picture.
"We found no threshold below which there was no risk," said Ole Raaschou-Nielsen from the Danish Cancer Society Research Centre in Copenhagen.
"The more the worse, the less the better."
Every increase of five microgrammes per cubic metre of PM2.5 drove the risk of lung cancer up by 18 percent.
And every increase of 10 microgrammes per cubic metre of PM10 boosted risk by 22 percent, including for adenocarcinoma, a type of lung cancer associated with non-smokers.
In an independent comment, Jon Ayres, a professor of environmental and respiratory medicine at the Institute of Occupational and Environmental Medicine in Birmingham, central England, praised the design and scope of the study.
"There is now no doubt that fine particles are a cause of lung cancer," he told the Science Media Centre in London.
In a separate study in The Lancet, scientists at the University of Edinburgh in Scotland carried out a meta-analysis of 35 studies in 12 countries.
It looked at PM2.5, PM10 and four air pollutants: carbon monoxide, sulphur dioxide, nitrogen dioxide and ozone.
They found that even a brief spike in exposure -- the kind that happens when a city calls a smog alert -- caused the risk of hospitalisation or death from heart failure to rise by two or three percentage points. The only exception was ozone, a well-known respiratory irritant at the ground level.
Modelling the situation for the United States, the study suggests that if the average PM2.5 were reduced by 3.9 microgrammes per cubic metre, nearly 8,000 heart-failure hospitalisations would be averted each year and the country would save a third of a billion dollars annually.