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This study investigates the concentrations, health risks, and potential sources of heavy metal elements and polycyclic aromatic hydrocarbons (PAHs) in PM1.1 particles in Zhuji, a major copper-processing city in China. The ratios of heavy metals (summer: 0.906; winter: 0.619) and PAHs (>0.750 in both seasons) in PM1.1/PM2.0 suggest significant accumulation in ultrafine particles. In winter, heavy metal concentrations in PM1.1 reached up to 448 ng/m3, and PAH concentrations were 13.4 ng/m3—over ten times higher than in summer. Health risk assessments revealed that hazard index (HI) values exceeded 1.00 for five age groups (excluding infants) during winter, indicating chronic exposure risks. Incremental lifetime cancer risk (ILCR) values surpassed the upper acceptable limit (1.0 × 10⁻⁴) for four age groups, with Cr, As, Cd, and Pb as major contributors. PAH-related ILCRs were also elevated in winter, with benzo[a]pyrene (BaP) identified as the most potent carcinogen. Enrichment factor (EF) and principal component analysis (PCA) indicated that industrial activities and traffic emissions were the dominant anthropogenic sources of heavy metals. Diagnostic ratio analysis further showed that PAHs mainly originated from vehicle and coal combustion. These findings provide critical insights into pollution patterns in industrial cities and underscore the importance of targeted mitigation strategies.