Tianjin, a city located in North China, is heavily polluted with frequent haze, particularly in winter. In this study, continuous online field observations of the sulfate, nitrate, ammonium, PM2.5, and gaseous pollutant concentrations in addition to the meteorological parameters were conducted in Tianjin during the 2014–2015 winter (December–January–February). The PM2.5 concentrations ranged from 5.6 to 495.6 µg m–3, with an average value of 112.2 ± 96.1 µg m–3. The worst pollution was observed in January, when levels on 10% of the days exceeded 250 µg m–3, qualifying as severely polluted, and four haze episodes, each lasting 5–7 days, occurred in rapid succession (separated by ~1-day intervals). Back-trajectory and chemical composition analysis suggested that elevated levels of secondary ionic aerosol species were a primary cause of these episodes. Regional transport of PM2.5 also played a large role in the formation of haze. CO was selected as an inactive chemical tracer in studying the chemical process of PM2.5 formation. The results indicated that when high concentrations of PM2.5 were present, the formation of secondary PM2.5 increased while the photochemical production of O3 ceased. The sulfur oxidation ratio [SOR = nSO42–/(nSO42– + nSO2); n refers to the molar concentration] and nitrate oxidation ratio [NOR = nNO3–/(nNO3– + nNO2)] increased with the PM2.5 level, and heterogeneous processes on the surfaces of fine particles rather than photochemistry drove the haze events. This research elucidates haze formation mechanisms, which must be understood in order to create effective control policies in Tianjin.