One of the concerns of the air pollution studies is to compute the concentrations of one or more pollutants' species in space and time in relation to the independent variables, for instance emissions into the atmosphere, meteorological factors and parameters. One of the most significant statistical disciplines developed for the applied sciences and many other disciplines for the last few decades is the extreme value theory (EVT). This study assesses the use of extreme value distributions of the two-parameter Gumbel, two and three-parameter Weibull, Generalized Extreme Value (GEV) and two and three-parameter Generalized Pareto Distribution (GPD) on the maximum concentration of daily PM data recorded in the year 2010 - 2012 in Pasir Gudang, Johor; Bukit Rambai, Melaka; and Nilai, Negeri Sembilan. Parameters for all distributions are estimated using the Method of Moments (MOM) and Maximum Likelihood Estimator (MLE). Six performance indicators namely; the accuracy measures which include predictive accuracy (PA), coefficient of determination (R^2), Index of Agreement (IA) and error measures that consist of Root Mean Square Error (RMSE), Mean Absolute Error (MAE) and Normalized Absolute Error (NAE) are used to find the goodness-of-fit of the distribution. The best distribution is selected based on the highest accuracy measures and the smallest error measures. The results showed that the GEV is the best fit for daily maximum concentration for PM10 for all monitoring stations. The analysis also demonstrates that the estimated numbers of days in which the concentration of PM exceeded the Malaysian Ambient Air Quality Guidelines (MAAQG) of 150 mg/m are between 1/2 and 1 1/2 days.