Objective: Emerging evidence suggests that air pollution exposure may increase the risk of Parkinson’s disease (PD). We aimed to investigate the association between exposure to fine particulate matter (PM2.5) and the risk of incident PD nationwide. Methods: We utilized data from the Taiwan National Health Insurance Research Database, which is spatiotemporally linked with air quality data from the Taiwan Environmental Protection Administration website. The study population consisted of participants who were followed from the index date (January 1, 2005) until the occurrence of PD or the end of the study period (December 31, 2017). Participants who were diagnosed with PD before the index date were excluded. To evaluate the association between exposure to PM2.5 and incident PD risk, we employed Cox regression to estimate the hazard ratio and 95% confidence interval (CI). Results: A total of 454,583 participants were included, with a mean (standard deviation) age of 63.1 (9.9) years and a male proportion of 50%. Over a mean follow-up period of 11.1 (3.6) years, 4% of the participants (n = 18,862) developed PD. We observed a significant positive association between PM2.5 exposure and the risk of PD, with a hazard ratio of 1.22 (95% CI, 1.20–1.23) per interquartile range increase in exposure (10.17 μg/m3) when adjusting for both SO2 and NO2. Conclusion We provide further evidence of an association between PM2.5 exposure and the risk of PD. These findings underscore the urgent need for public health policies aimed at reducing ambient air pollution and its potential impact on PD.