In response to the increasing desertification in Africa due to climate change, it is crucial to better understand the behavior of fine particles (PM2.5 and PM10) in the Caribbean. These dust particles significantly impact the health of Caribbean populations. This study is the first to simultaneously analyze the time series of PM2.5 and PM10 in the Caribbean islands using a multifractal approach. The Multifractal Detrended Fluctuation Analysis (MF-DFA) reveals similar multifractal behavior for PM10 and PM2.5, suggesting common emission sources for these pollutants. The Hurst exponents indicate long-term persistence of these particulate pollutants in the atmosphere, while African dust shows a more significant influence on PM10 fluctuations. The analyses confirm the multifractality of the time series, reflecting long-range correlations and a broad probability distribution. These initial results enhance the understanding of PM2.5 and PM10 dynamics. The multifractal analysis provides new parameters that could strengthen the forecasting of sand mist and optimize health risk management in the Caribbean region.