Ultrafine particles (UFPs) are particles with a diameter of less than 0.1 micrometers. When they are suspended in the ambient air—either as a result of emissions from combustion processes or their formation through secondary reactions between pollutants—they can be inhaled and deposited in the respiratory tract. Experimental studies show that they are then likely to cause various adverse effects. In this context, a few epidemiological studies have focused on investigating the links between UFP exposure levels and health. A review of these studies allows, on the one hand, for the identification of the methodological challenges they face, particularly related to the scarcity of measurements of UFP levels in ambient air and the limitations of using these measurements to assess exposure levels. It also shows that the results of these studies, although sometimes inconsistent, generally support the existence of short-term effects of PUFs present in ambient air on respiratory and cardiovascular health. Furthermore, in the context of the development of nanotechnologies, which may intentionally produce PUFs, this review highlights the need to continue epidemiological research to better characterize the consequences of PUF exposure under real-world conditions, including chronic exposures and health effects other than cardiovascular and respiratory ones that could be linked to PUFs. (R.A.)