The association between oxidative protein damage in early pregnant women and ambient fine particulate matter (PM_2.5) is unknown. We estimated the effect of PM_2.5 exposures within seven days before blood collection on serum 3-nitrotyrosine (3-NT) and advanced oxidation protein products (AOPP) in 100 women with normal early pregnancy (NEP) and 100 women with clinically recognized early pregnancy loss (CREPL). Temporally-adjusted land use regression model was applied for estimation of maternal daily PM_2.5 exposure. Single-day lag effect of PM_2.5 was analyzed using multivariable linear regression model. Net cumulative effect and distributed lag effect of PM_2.5 within seven days were analyzed using distributed lag non-linear model. In all 200 subjects, the serum 3-NT were significantly increased with the single-day lag effects (4.72%–8.04% increased at lag 0–2), distributed lag effects (2.32%–3.49% increased at lag 0–2), and cumulative effect within seven days (16.91% increased). The single-day lag effects (7.41%–10.48% increased at lag 0–1), distributed lag effects (3.42%–5.52% increased at lag 0–2), and cumulative effect within seven days (24.51% increased) of PM_2.5 significantly increased serum 3-NT in CREPL group but not in NEP group. The distributed lag effects (2.62%–4.54% increased at lag 0–2) and cumulative effect within seven days (20.25% increased) of PM_2.5 significantly increased serum AOPP in early pregnant women before the coronavirus disease (COVID-19) pandemic but not after that. In conclusion, PM_2.5 exposures were associated with oxidative stress to protein in pregnant women in the first trimester. Wearing masks may be potentially preventive in PM_2.5 exposure and its related oxidative protein damage. Whether PM_2.5–associated systemic 3-NT increase contributes to the pathogenic mechanisms of spontaneous abortion remains to be further investigated.