The concentrations of heavy metals and other components in road dust from a Polish coal mining district were investigated. The sample was split into eight size fractions ranging from <5 μm to 1–2 mm applying the combined classification procedure of dry sieving and air classification. For most elements, significantly higher concentrations were found in the finest size fractions. In combination with the mass fractions of the various size fractions the concentrations of the components were calculated for this road dust assuming different upper size limits. The results demonstrate the important influence of the upper size limit applied on the composition of road dust. An analysis of the composition of road dust by particle size, instead of analysing whole road dust samples, proves to have several advantages. On the one hand, a reliable comparison of the results with the concentration data available in the literature is possible and on the other hand, the results can be used in assessments, for example resuspension or wash-off by rainfall, which require different upper size limits. Upper size limit applied in road dust sampling significantly influences the results. Combined sieving and air classification sample preparation procedure allows flexible use of the results.