Several studies have reported significant health effects of air pollution even at low levels of air pollutants, but in most of theses studies linear nonthreshold relations were assumed. We investigated the exposure-response association between ambient particles and mortality in the 22 European cities participating in the APHEA (Air Pollution and Health--A European Approach) project, which is the largest available European database. We estimated the exposure-response curves using regression spline models with two knots and then combined the individual city estimates of the spline to get an overall exposure-response relationship. To further explore the heterogeneity in the observed city-specific exposure-response associations, we investigated several city descriptive variables as potential effect modifiers that could alter the shape of the curve. We conclude that the association between ambient particles and mortality in the cities included in the present analysis, and in the range of the pollutant common in all analyzed cities, could be adequately estimated using the linear model. Our results confirm those previously reported in Europe and the United States. The heterogeneity found in the different city-specific relations reflects real effect modification, which can be explained partly by factors characterizing the air pollution mix, climate, and the health of the population.