Aiming at optimizing the Urban Ambient Air Monitoring Network (UAAMN), which borrowed from practices of many countries/cities, the general procedure of assessment management was put forward, the key index matrix of assessment was constructed, and the methodology of air quality monitoring network assessment for distinguishing pollutants was established. Taking 46 stations in Shenyang (including districts and counties) and six surrounding cities as an example, which took cost-benefit into account, this method was used to evaluate the monitoring network of PM_2.5. The results showed that this method can be successfully applied to the optimization of UAAMNA, Shenhe District needed to add a maximum concentration station, Dadong District needed to add a high population density station, Huanggu District needed to add a cross border station. In addition, cross-city sites such as Shenyang-Tieling, Shenyang-Benxi and Shenyang-Liaoyang should be set up. In the future, the further research of urban air quality monitoring network assessment was about to establish regular assessment system of air quality monitoring network, implement classification assessment of monitoring stations and distinguish pollutant types.