People generally spend most of their time indoors; thus, household air pollution (HAP), especially indoor air pollution, is of paramount importance. In this study, real-time particulate matter (PM2.5) monitors were used to collect high temporal resolution concentrations of fine PM2.5 in different microenvironments from 104 urban and rural households in Guizhou Province to investigate the urban–rural difference in HAP and the contribution of cooking activity to HAP. Results showed that PM2.5 concentrations among different rural microenvironments varied largely, ranging from 26.10 ± 33.27 (mean ± standard deviation) in the bedroom to 69.20 ± 72.50 μg/m3 in the kitchen while varying slightly across various urban microenvironments, ranging from 32.30 ± 17.5 in the living room to 34.65 ± 16.37 μg/m3 in the kitchen. Cooking activity can rapidly increase PM2.5 concentrations in the kitchen, whose peaks were at least five times higher than baseline levels. The contribution of cooking to the kitchen PM2.5 was 18.43 ± 12.17% and 5.39 ± 4.15% in rural and urban homes, respectively. Biomass burning affected indoor PM2.5 concentrations significantly, where rural households using biomass had the highest PM2.5 levels than households burning other fuels. This study identified the urban–rural disparities in household PM2.5 pollution and the contributions of cooking activities to HAP, illustrating the importance of cooking activities to indoor air pollution, which can assist in controlling indoor air pollution.