PM_0.1 (particles diameter ≤ 0.1 µm), nanoparticles (NPs), and ultrafine particles (UFPs), were interchangeably used in the scientific communities. PM_0.1 originated from both natural and human sources. However, investigations of PM_0.1 and its effects on the environment, visibility, and human health risk to understand the levels of air pollution, sources, and impacts in South East Asia (SEA) countries continue to be lacking. The concentration of PM_0.1 in most SEA countries are much worse than those in western countries environment. A further motivation of this reviewed article is to provide a critical synthesis of the current knowledge and study of ambient PM_0.1 in SEA cities. The main influence of characteristics of PM_0.1 appears to be local sources including biomass burning and motor vehicles. Continuous monitoring of PM_0.1 in terms of both mass and number concentration should be further understood. A critical review is of great importance to facilitating air pollution control policies and predicting the behavior of PM_0.1 in SEA.