The composition characteristics and health risks of volatile organic compounds (VOCs) and their effects on secondary organic aerosol (SOA) during polluted and clean periods in winter 2018 for Yuncheng, a typical city in North China, were studied. The average concentration of VOCs was 2.3 times higher during the polluted period (105.29 µg m–3) than the clean period (45.78 µg m–3), whereas the average concentrations of the alkanes, alkenes, and aromatics were 3.4, 2.1, and 3.9 times higher, respectively, during the polluted period than the clean period. In addition, the VOC concentration was significantly influenced by meteorological conditions. Using positive matrix factorization (PMF), seven sources of atmospheric VOCs were identified, with the largest factors being vehicle emission (27.89%), coal combustion (23.37%), liquefied petroleum gas/natural gas evaporation (18.30%), and industrial emission (15.51%). Vehicle emission (30.04%) was the primary contributor during the polluted period, whereas coal combustion (33.53%) was the primary contributor during the clean period. The SOA formation potential (which almost exceeded 80%) was influenced by industrial emission (28.80%), solvent usage (26.30%), and vehicle emission (24.85%). Additionally, an assessment of the health risks of six aromatics based on the health risk exposure model of the United States Environmental Protection Agency revealed that the non-cancer risk was higher during the polluted period (6.61 × 10–2) than the clean period (2.20 × 10–2) but still below the Environmental Protection Agency (EPA) limit (1.00) and therefore negligible for the exposed population. However, the carcinogenic index of benzene (2.85 × 10–5 to 5 × 10–5) exceeded 10–6, suggesting a higher carcinogenic risk. Large-scale energy restructuring during recent years has sharply reduced coal combustion, but the VOC concentration has dramatically increased due to vehicle emission. Hence, regulating vehicle emissions is an effective strategy for controlling VOCs in Yuncheng.