Polycyclic aromatic hydrocarbons (PAHs) in the atmospheric particles constitute a topic of growing health concern. This study aims to calculate PAH concentrations, identify the source, assess the health risk from exposure to carcinogenic PAHs, and the respiratory deposition flux. PM10 and PM2.5 were collected in September 2019 in the urban, semi-urban, and semi-urban-industrial areas of Kuala Lumpur, Batu Pahat, and Bukit Rambai, respectively. A total of 18 PAHs from PM10 and 17 PAHs from PM2.5 were extracted using dichloromethane and determined using gas chromatography coupled with a flame ionization detector (GC-FID). The health risk assessment (HRA) calculated included B[a]P equivalent (B[a]Peq), lifetime lung cancer risk (LLCR), incremental lifetime cancer risk (ILCR), and respiratory deposition dose (RDD). The results show PAHs in PM10 recorded in Kuala Lumpur (DBKL), Batu Pahat (UTHM), and Bukit Rambai are 9.91, 8.45, and 9.57 ng/m3, respectively. The average PAHs in PM2.5 at the three sampling sites are 11.65, 9.68, and 9.37 ng/m3, respectively. The major source of PAHs obtained from the DRs indicates pyrogenic activities for both particle sizes. For PM10, the total B[a]Peq in DBKL, UTHM, and Bukit Rambai were 1.97, 1.82, and 2.32 ng/m3, respectively. For PM2.5 samples, the total B[a]Peq in DBKL, UTHM, and Bukit Rambai were 2.80, 2.33, and 2.57 ng/m3, respectively. The LLCR and ILCR show low to moderate risk for all age groups. The RDD of adults and adolescents is highest in both PM10 and PM2.5, followed by children, toddlers, and infants. Overall, we perceive that adults and adolescents living in the urban area of Kuala Lumpur are at the highest risk for respiratory health problems because of prolonged exposure to PAHs in PM10 and PM2.5, followed by children, toddlers, and infants.