Air pollution has become a critically important contemporary issue, exposing people to various health risks worldwide. Air pollution problems cannot be resolved in the short-term; therefore, citizens in regions with low air quality are encouraged to take protective actions such as wearing masks to filter particulate matter. However, compliance with such recommendations is limited. To enhance the effectiveness of health promotion in this regard, this study applied the health belief model to examine the factors that affect mask-wearing behaviors. It also investigates the factors that influence particulate matter-related health beliefs and protective behaviors. A cross-sectional survey with 200 Korean citizens was conducted. The results revealed associations between masking behaviors and both perceived benefits of and perceived physical barriers to wearing masks. In addition, sex, education, income, and having heard of different particulate matter-related health consequences were found to predict mask-wearing. This study demonstrates the utility of the health belief model in the context of air pollution and has practical implications for health promotion practitioners.