Exposure to fine particulate matter (PM2.5) in outdoor air is carcinogenic and associated with the development of lung cancer; however, the underlying mechanism remains unclear. In the present study, the profiles of lncRNA, microRNA and mRNA expression profiles in human bronchial epithelia (HBE) following exposure to PM2.5, diesel exhaust particles (DEPs), or aluminum oxide nanoparticles (Al2O3 NPs) were explored by microarray to reveal the lncRNA-microRNA-mRNA network participating in the malignant transformation of HBE cells following long-term PM2.5 exposure. The results showed that lncRNA SOX2 overlapping transcript (SOX2-OT) was significantly induced in HBE cells exposed to PM2.5, DEPs, or Al2O3 NPs, acting as a sponge to microRNA-345-5p, which subsequently increased the expression levels of epidermal growth factor receptor (EGFR). EGFR is a therapeutic target in non-small cell lung cancer. Here, we found that SOX2-OT is an upstream trigger of EGFR in HBE cells during long-term PM2.5 exposure. Importantly, SOX2-OT knockdown effectively reduced the colony formation and migration capacities of HBE cells, compared to the wild type control. Collectively, SOX2-OT/microRNA-345-5p/EGFR is a ceRNA mechanism underlying the malignant transformation of bronchial epithelia exposed to PM2.5, which improves our understanding of the association between ambient PM2.5 exposure and the development of lung cancer.