Abstract: In 2017, China's industrial dust emissions accounted for 7.96 million tons, of which the iron and steel industry contributed approximately 25%. Particulate matter discharged from the iron and steel industry is mostly of a small size, high in temperature, and complex in composition. The mass concentration of ultrafine particles (UFPs) with particle sizes that are less than 0.1 μm is low; however, the proportion of quantity concentration can be as high as 90%. Currently, the commonly used bag filters and electrostatic precipitators are not sufficiently efficient at collecting fine particles. Additionally, owing to the larger specific surface area of fine dust particles, they easily become carriers of adsorbing harmful gases, which has a greater impact on the environment and human health; thus, it is imperative to determine a simple and efficient filtration method to remove ultrafine particles. In this paper, the removal efficiency and mechanism of UFPs (2.5–25 nm) were investigated by using a scanning electromobility particle size spectrometer (SMPS) test system for SBA-15 for different pore sizes. This was done to provide a theoretical basis for the application of mesoporous materials in the control of ultra-low emission of particulate matter in the iron and steel industry. Based on the experimental results and characterization analysis, it is found that a mesoporous filtration medium with a large pore size is more efficient at affecting UFPs entry. There are many affinity sites for UFPs on the inner and outer surfaces of mesoporous materials with a specific pore size. Increasing the complexity of the ends is beneficial for improve the filtration performance of the materials. The presence or absence of nitrogen has little effect on the removal of UFPs. The diffusion effect of UFPs is stronger owing to the existence of mesoporous particles, and the diffusion coefficient is increased when particles enter the pore. Therefore, there is a difference between the theoretical exponent (m= −2/3) in the traditional model for particle diffusion and the actual diffusion results of UFPs in mesoporous materials.