Urban green spaces can intercept particulate matters in the air, and are often served as ecological and economical measures for the urban environment promotion and the ecological security maintenance. However, many studies at present pay more attention to the air purification at the plant scale, and few studies analyze the regional differences on the dust retention function of urban green spaces. Based on the regional dust retention model and combined with the meteorological and particulate characteristics of Shanghai, this paper assessed the PM_2.5 retention service of green spaces in 2017. The results show that there are 3354 km² green spaces in Shanghai. They could remove 3533 tons of PM_2.5, with the average retention capacity of 10.5 kg hm^-2 a^-1. In Shanghai, the forestland can provide the strongest retention capacity of 20.2 kg hm^-2 a^-1. The retention capacity of the grassland and the farmland are both lower with 9.1 kg hm^-2 a^-1 and 8.7 kg hm^-2 a^-1, respectively. The urban green space in summer shows the strongest dust retention capacity, and descends successively in autumn, spring and winter. The retention ability of the woodland, the grassland, and the farmland increases with the increase of the vegetation coverage. In addition, the green spaces in Chongming district present the highest retention capacity of dust PM_2.5 in 2017, and those in other regions emerge the low value in the central urban and the high value in surrounding areas. Therefore, Shanghai should implement the pattern optimization of the green space structure and the green corridor in the urban area. Besides, Shanghai should increase more vertical greening and plant more trees with higher retention capacity in order to promote the PM_2.5 removal service.