Fine particulate matter (PM_2.5) has garnered significant scientific and public health concern owing to its capacity for deep penetration into the human respiratory system, presenting significant health risks. Despite the implementation of strict environmental policies in China over the past decade to reduce PM_2.5 levels, long-term public health concerns remain a serious issue. Our study aims to provide a high-quality, seamless daily PM_2.5 dataset for China covering the years 2015 to 2024. A two-step PM_2.5 estimation model is established based on a machine learning algorithm and a spatio-temporal decomposition method. First, we utilize the machine learning algorithm XGBoost (EXtreme Gradient Boosting) to address gaps in the daily MAIAC (Multi-Angle Implementation of Atmospheric Correction) AOD (Aerosol Optical Depth), with R²/RMSE (coefficient of determination/Root Mean Square Error) of 0.67/0.2678 compared to AERONET (Aerosol Robotic Network) AOD. Then, a novel approach by integrating XGBoost with EOF (Empirical Orthogonal Function) decomposition is introduced for PM_2.5 estimation. The integration of EOF allows for the incorporation of entire meteorological field information into the PM_2.5 estimation model, significantly enhancing its accuracy: spatial CV (cross-validation)-R² improved from 0.8340 to 0.8935, and spatial CV-RMSE reduced from 13.8177 to 11.0668. Leveraging the newly produced dataset, we analyze the spatio-temporal variations of PM_2.5 across China with EOF decomposition, particularly noting that PM_2.5 levels in the eastern anthropogenic intensive regions continuously declined from 2015 to 2020, and fluctuated steadily during 2020–2024. This research underscores the critical need for sustained and effective air quality management strategies in China.

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