This paper estimates the impact of shale gas development on local particulate matter pollution by exploiting a quasi-experimental setting in Pennsylvania where some wells experienced pre-production and/or production activities whereas some others were permitted but not spud between 2000 – 2018. We measure local PM pollution using daily aerosol optical depth (AOD) over a 3 kilometers circular area around every shale gas well. Using a spatial difference-in-differences model, we find that both shale gas pre-production and production activities increase daily AOD significantly, by 1.35% – 2.19% relative to the baseline. The effect of pre-production is slightly larger than production activities, but both effects attenuate with distance from the centroid well. Accounting for airborne spillovers, fracking increases AOD by 1.27% – 5.67%, which translates to 0.017μg/m3–0.062μg/m3 increase in PM 2.5 concentration. This increase in PM 2.5 is associated with 20.11 additional deaths.