Background/Objectives: To assess the association of residential-level maternal particulate matter of 2.5 μm diameter or less (PM2.5) exposure during pregnancy with anterior segment dysgenesis (ASD) risk. Methods: This study used data from children diagnosed with ASD (i.e., aniridia, iris hypoplasia, Peters anomaly, Axenfeld–Rieger syndrome, or primary congenital glaucoma) by an experienced pediatric ophthalmologist at a National Referral Center for Rare Diseases between 2004 and 2021 and their biological mothers. Individual PM2.5 exposure concentration was assessed by reference to residential addresses and district-specific PM2.5 concentrations predicted by the universal Kriging prediction model. Results: The study included 2328 children (582 ASD cases and 1746 controls [1:3 matched for birth year, sex, and birth-place]). The mean (SD) annual PM2.5 exposure was 29.2 (16.9) μg/m3. An IQR increase in PM2.5 during the preconception period (11.6 μg/m3; RR, 1.18; 95% CI, 1.03–1.34), the 1st trimester (11.1 μg/m3; RR, 1.15; 95% CI, 1.03–1.27), and the 2nd trimester (11.2 μg/m3; RR 1.14; 95% CI, 1.01–1.29) significantly increased ASD risk. Meanwhile, the association between IQR increase in PM2.5 during the 3rd trimester and ASD risk showed borderline significance (11.0 μg/m3; RR, 1.10; 95% CI, 0.99–1.21). An IQR increase in PM2.5 (6.9 μg/m3) from the preconception period to the 3rd trimester was associated with a significantly increased risk of ASD (RR, 1.13; 95% CI, 1.08–1.20). Conclusions: The findings of this study suggest that PM2.5 exposure during the preconception period and pregnancy is associated with increased risk of ASD, supporting a need for further improvements in air quality to prevent congenital ocular anomalies.