Human inhalation exposure to fine particulate matter (PM2.5), including the PM2.5 of outdoor origin, predominantly occurs indoors. To limit outdoor PM2.5 penetration into buildings, ventilation standards often require the filtration of outdoor air with a minimum efficiency. Nevertheless, the PM2.5 filter selection recommended by the standards is based on the annual average outdoor concentrations without considering seasonal or diurnal fluctuations. This could result in a waste of energy or elevated indoor PM2.5 exposures. Representative outdoor PM2.5 data from 37 cities worldwide in conjunction with a simulated office building are used to examine the impact of filtration strategies on indoor PM2.5 levels and the fan’s energy consumption. Two energy-saving methods are tested: (1) the optimum filter selection that maintains the indoor PM2.5 below the World Health Organization’s (WHO) air quality guidelines; and (2) the baseline filter recommended by standards in combination with a filter bypass. Relative to a standard recommended baseline case, the two applied methods could reduce energy demand by between 4% and 17%. This indicates that the outdoor air is over-filtered in the majority of the investigated cities. In cities with low-to-moderate outdoor PM2.5 levels, using a filter bypass can be an effective energy conservation method without compromising PM2.5 exposures indoors.