The suppressions of ultrafine water mists containing additives (NaCl and NaHCO3) on 100 nm, 5 μm, and 30 μm polymethyl methacrylate (PMMA) dust explosions were experimentally studied in a dust-explosion apparatus. High-speed photography showed that maximum vertical positions and flame propagation velocities were significantly decreased by suppression with ultrafine water mist/additives. Flame propagation velocities in 100 nm, 5 μm, and 30 μm dust explosions suppressed by the ultrafine pure water mist were reduced by 48.2%, 27.7%, and 15.3%, respectively. Maximum temperatures and temperature rising rates measured by a fine thermocouple in nano- and micro-PMMA dust explosions were also significantly decreased. It was proved that the addition of NaCl and NaHCO3 improved the suppression effects of the ultrafine pure water mist. The improvement of explosion suppression by an 8% NaHCO3 mist was superior to that of a 16% NaCl mist. The suppression mechanisms of ultrafine water mist/additives are further discussed by analyzing the physical and chemical effects.