Relative to the rest of the United States, the region of southwestern Pennsylvania, including metropolitan Pittsburgh, experiences high ambient concentrations of fine particulate matter (PM2.5), which is known to be associated with adverse respiratory and cardiovascular health impacts. This study evaluates whether the closing of three coal-fired power plants within the southwestern Pennsylvania region resulted in a significant decrease in PM2.5 concentration. Both PM2.5 data obtained from EPA ground stations in the study region and aerosol optical depth (AOD) data retrieved from the Moderate Resolution Imaging Spectroradiometer (MODIS) instruments onboard the Terra and Aqua satellites were used to investigate regional air quality from January 2011 through December 2014. The impact of the plant closings on PM2.5 concentration and AOD was evaluated using a series of generalized additive models. The model results show that monthly fuel consumption of the Elrama plant, which closed in October of 2012, and monthly fuel consumption of both the Mitchell and Hatfield’s Ferry plants, which closed in October of 2013, were significant predictors of both PM2.5 concentration and AOD at EPA ground stations in the study region, after controlling for multiple meteorological factors and long-term, region-wide air quality improvements. The model’s power to predict PM2.5 concentration increased from an adjusted R2 of 0.61 to 0.68 after excluding data from ground stations with higher uncertainty due to recent increases in unconventional natural gas extraction activities. After preliminary analyses of mean PM2.5 concentration and AOD showed a downward trend following each power plant shutdown, results from a series of generalized additive models confirmed that the activity of the three plants that closed, measured by monthly fuel consumption, was highly significant in predicting both AOD and PM2.5 at 12 EPA ground stations; further research on PM2.5 emissions from unconventional natural gas extraction is needed.