This complex study presents indoor and outdoor levels of air-borne fine particles, particle-bound PAHs and VOCs at two urban locations in the city of Kaunas, Lithuania, and considers possible sources of pollution. Two sampling campaigns were performed in January–February and March–April 2009. The mean outdoor PM_2.5 concentration at Location 1 in winter was 34.5 ± 15.2 µg m⁻³ while in spring it was 24.7 ± 12.2 µg m⁻³; at Location 2 the corresponding values were 36.7 ± 21.7 and 22.4 ± 19.4 µg m⁻³, respectively. In general there was little difference between the PM concentrations at Locations 1 and 2. PM_2.5 concentrations were lower during the spring sampling campaign. These PM concentrations were similar to those in many other European cities; however, the levels of most PAHs analysed were notably higher. The mean sum PAH concentrations at Locations 1 and 2 in the winter campaign were 75.1 ± 32.7 and 32.7 ± 11.8 ng m⁻³, respectively. These differences are greater than expected from the difference in traffic intensity at the two sites, suggesting that there is another significant source of PAH emissions at Location 1 in addition to the traffic. The low observed indoor/outdoor (I/O) ratios indicate that PAH emissions at the locations studied arise primarily from outdoor sources. The buildings at both locations have old windows with wooden frames that are fairly permissive in terms of air circulation. VOC concentrations were mostly low and comparable to those reported from Sweden. The mean outdoor concentrations of VOC's were: 0.7 ± 0.2, 3.0 ± 0.8, 0.5 ± 0.2, 3.5 ± 0.3, and 0.2 ± 0.1 µg m⁻³, for benzene, toluene, ethylbenzene, sum of m-, p-, o-xylenes, and naphthalene, respectively. Higher concentrations of VOCs were observed during the winter campaign, possibly due to slower dispersion, slower chemical transformations and/or the lengthy “cold start” period required by vehicles in the wintertime. A trajectory analysis showed that air masses coming from Eastern Europe carried significantly higher levels of PM_2.5 compared to masses from other regions, but the PAHs within the PM_2.5 are of local origin. It has been suggested that street dust, widely used for winter sanding activities in Eastern and Central European countries, may act not only as a source of PM, but also as source of particle-bound PAHs. Other potential sources include vehicle exhaust, domestic heating and long-range transport.