The concentrations of twenty five heavy metals adsorbed to fine fraction of particulate matter, PM_2.5 (d ≤ 2.5 μm) have been experimentally analysed at a sampling site located at the kerbside along a National Highway in Delhi city, India. The sampling has been carried out for 12-hour using Ecotech Intruments, APM550. The PM_2.5 has been collected on PTFE filter papers for the winter season. Later, the filter papers have been analysed for various heavy metal concentrations using ED-XRF. It has been observed that the metals concentrations are in this trend: Si > K > S > Ca = Fe > Zn = Pb > Br. it is observed that Si has high co-relation with Ca, Fe and K, which may be due to crustal origin of all three elements; while S, Br and Pb may be from vehicular exhaust emissions and/or abrasions due to brake and tyre wear. The potential health risks associated with different carcinogenic heavy metals have also been calculated. One of the health risk indicators, the excess cancer risk (ECR), is found to be in the order as As > Cd > Pb > Cr > Ni.