Introduction Almaty is the largest city of Kazakhstan with extreme air pollution, mostly in the cold season, but little is known whether staying indoors could lessen the exposure. The aim was to quantitatively characterize indoor fine PM levels and to verify the contribution of ambient pollution to it in a polluted city like Almaty. Methods We collected forty-six 24-hour 15-min average samples of the ambient air and a similar number of paired indoor samples (total 92 samples). Predictors of both ambient and indoor PM2.5 mass concentrations in mg/m3, including ambient concentration, precipitation, minimal daily temperature and humidity, along with the indoor/outdoor (I/O) ratio were tested in the adjusted regression models at eight 15-min lags. Results Ambient air PM2.5 15-min average mass concentrations were highly variable and ranged from 0.001 to 0.694 mg/m3 (geometric mean (GM) 0.090, geometric standard deviation (GSD) 2.285). Snowing was the strongest predictor of lower ambient PM2.5 24-hour mass concentrations (median 0.053 vs 0.135 mg/m3 (p<0.001)). Indoor mean 15-min PM2.5 concentrations ranged from 0.002 to 0.228 mg/m3 (GM 0.034, GSD 2.254). In adjusted models, outdoor PM2.5 concentration explained 0.58 of all variability of the indoor concentration with a 75-min delay (R2 0.67 at lag8 on snowing days). Median I/O ranged from 0.386 (IQR 0.264 to 0.532) at lag0 to 0.442 (IQR 0.339 to 0.584) at lag8. Conclusion During the cold season when fossil fuel is burnt for heating, the population in Almaty is exposed to very high fine PM levels even indoors. Urgent public health action is needed.