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Atmospheric particulate matter (PM) has major threats to global health, especially in urban regions around the world. Dhaka, Narayanganj and Gazipur of Bangladesh are positioned as top ranking polluted metropolitan cities in the world. This study assessed the performance of the application of hybrid models, that is, Autoregressive Integrated Moving Average (ARIMA)-Artificial Neural Network (ANN), ARIMA-Support Vector Machine (SVM) and Principle Component Regression (PCR) along with Decision Tree (DT) and CatBoost deep learning model to predict the ambient PM_2.5 concentrations. The data from January 2013 to May 2019 with 2342 observations were utilized in this study. Eighty percent of the data was used as training and the rest of the dataset was employed as testing. The performance of the models was evaluated by R², RMSE and MAE value. Among the models, CatBoost performed best for predicting PM_2.5 for all the stations. The RMSE values during the test period were 12.39 µg m⁻³, 13.06 µg m⁻³ and 12.97 µg m⁻³ for Dhaka, Narayanganj and Gazipur, respectively. Nonetheless, the ARIMA-ANN and DT methods also provided acceptable results. The study suggests adopting deep learning models for predicting atmospheric PM_2.5 in Bangladesh.