Abstract: In recent years, China has witnessed a significant decrease in PM_2.5 concentration, but an upward trend in O₃ concentration, raising a new challenge to the coordinated control of China′s complex air pollution. It is of great significance to clarify the formation mechanism of PM_2.5 and O₃ pollution. This paper comprehensively reviews the dominant mechanism and key factors controlling PM_2.5 and O₃ formation, and provides an insight for the prevention and coordinated control of PM_2.5 and O₃. This research demonstrates the nonlinear response between PM_2.5 and O₃, which is closely related to the light radiation intensity, light duration, wind speed, relative humidity, atmospheric boundary layer height, longitude difference and other external environmental factors. We suggest that the collaborative control of PM_2.5 and O₃ should focus on the emission of gaseous precursors, such as NO_x, VOCs, HONO, NH₃ and anthropogenic chlorine. This work shows that there are still some problems in the collaborative control of PM_2.5 and O₃ in China, such as the lack of basic scientific research and the inefficiency of air pollution control management. In the future, the government should further enhance the research on the formation mechanism, model simulation and prediction experiment of this complex air pollution on different scales. We emphasize that stronger and more effective management on source emission control, more support and innovation of scientific research achievements, and more refined coordinated management strategies are needed at the national and provincial levels, so as to provide support for more accurate and efficient air pollution control strategies for PM_2.5 and O₃ pollution in the future.