The Copenhagen Metro comprises four lines, the M1, M2, M3 and M4, with 25 subterranean stations and an additional 14 stations above ground, serving ca. 80 million passengers annually. In this study we measure fine particulate matter (PM2.5) and carbon dioxide (CO2) concentrations in stations and in trains across the entire system. In partially underground lines, high PM2.5 concentrations with an average of 109 mu gm(-3) are found in below-ground stations. The observed correlation between PM2.5 concentration and distance between a station and a tunnel exit is attributed to ventilation via the piston effect. The piston effect via tunnel draught relief shafts was therefore found to be relatively limited. Filter samples of particulate matter are analysed using particle-induced X-ray emission and show an iron content of 88.6 % by mass which is quite different from above-ground particulate matter and consistent with particle production by train wheels, rails and brakes. The average concentration measured at the stations of a recently opened (2019) fully underground M3 closed loop line is 168 mu gm(-3), further demonstrating that while piston effect-driven ventilation is effective in close proximity to tunnel openings, it is relatively limited via tunnel draught relief shafts. Measurements onboard trains show even higher PM2.5 concentrations and the patterns in CO2 concentrations suggest carriage ventilation by tunnel air. Ventilation via doors during platform stops caused a drop in observed PM (and CO2) at stations, but the system is surprisingly polluted despite its recent construction. CO2 mixing ratios ranged from ambient to around 600 ppm. Measures should be taken to control PM levels using a combination of source control and increased clean air supply of the Copenhagen and other similar metro systems.