To investigate the causes and sources of atmospheric fine particulate matter (PM2.5) pollution in the core area of the Ili River Valley in winter, environmental air particles were collected at 6 sampling sites in the core area, including Yining City and its surrounding counties from December 27, 2021 to January 12, 2022. A total of 58 components, including inorganic elements, water-soluble ions, and carbon components, were analyzed, and positive matrix factorization (PMF) was employed for source apportionment. The results showed that the mean concentration of PM2.5 during the sampling period was 83±35 μg/m3. Three monitoring sites in Yining City showed the highest pollution levels, followed by Huocheng County. The concentration of SO42− in PM2.5 was the highest (14.1 μg/m3), followed by NO3− (10.5 μg/m3), NH4+ (8.2 μg/m3), and Cl− (1.6 μg/m3), indicating that coal combustion contributed significantly to pollution in winter. The concentrations of SO42− (16.5 μg/m3), NO3− (11.8 μg/m3), and NH4+ (9.5 μg/m3) reported by Yining City's Ecological Environment Bureau were significantly higher than those at other sites. Sulfur oxidation rate (SOR) and nitrogen oxidation rate (NOR) during air pollution were significantly higher than those in clean days, indicating a strong secondary transformation process. The source apportionment results showed that secondary particles had the highest contribution rate (40%), followed by biomass burning (24%), dust sources (14%), coal combustion (11%), industrial sources (6%), and vehicle sources (4%). Compared to clean days, the contribution rate of secondary particles significantly increased during air pollution, with a 27% increase in the contribution rate, mainly due to the accumulation of precursor concentrations in polluted weather conditions and the favorable conditions for the formation of secondary particles in high humidity. The contribution rate of secondary particles to PM2.5 in the core area of the Ili River Valley was slightly higher than that in other Chinese cities. The contribution rate of biomass burning sources was higher. Therefore, local control measures are needed to strengthen regulation of local coal combustion, vehicle sources, and biomass burning sources.