Atmospheric particulate nitrate is relevant to various atmospheric processes and shows profound impacts on regional air quality and global climate change. Exploring the formation mechanism and sources of nitrate in atmospheric particulate matter is essential for the successful mitigation of nitrate. This review summarises the different formation mechanisms, sources, and source apportionment methods of nitrate. In particular, the current progress of the nitrogen/oxygen (N/O) isotope technique coupled with the Bayesian isotopic mixing model (MixSIAR) is fully depicted. The limitations of the current source apportionment methods are also presented and the promising direction for the source apportionment of nitrate is proposed. As such, this review provides a thorough understanding of nitrate formation mechanisms and sources, which is particularly helpful for mitigating nitrate pollution in polluted cities such as those in East Asia.