Background: Leukemia is one of the most common forms of hematologic malignancy, which can affect people of all ages. We previously showed an association between exposure to ambient particulate matter 2.5 μg (PM2.5) and risk for leukemia in adults. The aim of this study was to investigate which PM2.5 constituents were responsible for our previous observation. Methods: This is a nationwide register-based case-control study. We identified 14,983 persons diagnosed with leukemia at age 20 or above, 1989–2014, in the Danish Cancer Registry. We selected up to four sex and age-matched controls per case at random from the entire Danish population (n = 51,613). We modelled concentrations of ambient PM2.5 and its constituents at the addresses of cases and controls for the 10-year period before index date with a state-of-the-art multiscale air pollution modeling system. We used conditional logistic regression to estimate odds ratios (ORs) adjusted for individual and neighborhood level socio-demographic variables. Result: The results showed higher risk for overall leukemia in association with interquartile range exposure to PM2.5 (OR = 1.09; 95% CI: 1.02, 1.17), black carbon (BC) (OR = 1.02; 95% CI: 1.00, 1.03), secondary inorganic aerosols (SIA) (OR = 1.15; 95% CI: 1.03, 1.29) and its components ammonium (NH4) (OR = 1.08; 95% CI: 1.00, 1.17) and nitrate (NO3) (OR = 1.08; 95% CI: 1.02, 1.14). In leukemia subtype analysis, statistically significant associations were found for AML with PM2.5 (OR = 1.14; 95% CI: 1.00, 1.29), BC (OR = 1.03; 95% CI: 1.00, 1.07), SIA (OR = 1.23; 95% CI: 1.01, 1.51), NH4 (OR = 1.16; 95% CI: 1.01, 1.34) and NO3 (OR = 1.12; 95% CI: 1.01, 1.24). The association between PM2.5 and leukemia persisted in two pollutants models including sum of primary emitted black and organic carbon (BC + OC), secondary organic aerosols (SOA), or sea-salt. The association between black carbon (BC) and leukemia persisted in two pollutants models including organic carbon (OC). The three pollutant model with sulfate (SO4), NH4 and NO3 showed an association with NO3 but not with SO4 or NH4. Conclusion: Ambient concentrations of the PM2.5 components BC, NH4 and NO3 at the residence showed associations with risk of incident leukemia in adults.