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Objective: To analyze the association between fine particulate matter (PM_2.5) exposure and dyslipidemia, and the potential modifying role of dietary factors in children and adolescents in rural China. Methods: A multi-stage cluster random sampling method was applied to conduct questionnaire survey, biochemical measurements, and physical examination in children and adolescents aged 8 to 15 years in 103 key surveillance counties where the Nutrition Improvement Program for Rural Compulsory Education Students was conducted. The average PM_2.5 concentration in previous 3 years was used as the long-term exposure level. The linear mixed-effect model was used to evaluate the association between PM_2.5 exposure and dyslipidemia. Stratified analyses by dietary factors were conducted to analyze their potential modifying effects. Results: A total of 10 788 children and adolescents were included, including 5 391 boys (49.97%) and 5 244 primary school students (48.61%). The annual PM_2.5 exposure level was (30.36±10.62) µg/m³, and the prevalence rate of dyslipidemia was 21.84%. Higher PM_2.5 exposure was significantly associated with the increased risk for dyslipidemia (OR=1.501, 95%CI: 1.028-2.192), with stronger associations observed in boys, junior high school students, and those attending schools in county towns. Stratified analyses indicated that no significant association was observed between high PM_2.5 exposure and dyslipidemia in children and adolescents with greater vegetable intake diversity. Conclusions: High level of PM_2.5 exposure increased the risk for dyslipidemia in children and adolescents. Greater diversity of vegetable intake might play a modifying role in the adverse association between PM_2.5 exposure and dyslipidemia.