Different populations may respond differently to exposure to ambient fine particulate matter, defined as particulate matter with an aerodynamic diameter less than or equal to 2.5 μm (PM2.5); however, less is known about the distribution of susceptible individuals among the entire population. We conducted a time-stratified case-crossover study to assess associations between stroke risk and exposure to PM2.5. During 2013-2015, 1,356 first-ever stroke events were derived from a large representative sample, the China National Stroke Screening Survey (CNSSS) database. Daily PM2.5 average exposures with a spatial resolution of 0.1° were estimated using a data assimilation approach combining satellite measurements, air model simulations, and monitoring values. The distribution of susceptibility was derived according to individual-specific associations with PM2.5 modified by different combinations of individual-level characteristics and their joint frequencies among all of the CNSSS participants (n = 1,292,010). We found that first-ever stroke was statistically significantly associated with PM2.5 (per 10-μg/m3 increment of exposure, odds ratio = 1.049, 95% confidence interval (CI): 1.038, 1.061). This association was modified by demographic (e.g., sex), lifestyle (e.g., overweight/obesity), and medical history (e.g., diabetes) variables. The combined association with PM2.5 varied from 0.966 (95% CI: 0.920, 1.013) to 1.145 (95% CI: 1.080, 1.215) per 10-μg/m3 increment in different subpopulations. We found that most of the CNSSS participants were at increased risk of PM2.5-related stroke, while only a small proportion were highly susceptible.