The western United States has experienced increasing wildfire activities, which have negative effects on human health. Epidemiological studies on fine particulate matter (PM2.5) from wildfires are limited by the lack of accurate high‐resolution PM2.5 exposure data over fire days. Satellite‐based aerosol optical depth (AOD) data can provide additional information in ground PM2.5 concentrations and has been widely used in previous studies. However, the low background concentration, complex terrain, and large wildfire sources add to the challenge of estimating PM2.5 concentrations in the western United States. In this study, we applied a Bayesian ensemble model that combined information from the 1 km resolution AOD products derived from the Multi‐angle Implementation of Atmospheric Correction (MAIAC) algorithm, Community Multiscale Air Quality (CMAQ) model simulations, and ground measurements to predict daily PM2.5 concentrations over fire seasons (April to September) in Colorado for 2011–2014. Our model had a 10‐fold cross‐validated R2 of 0.66 and root‐mean‐squared error of 2.00 μg/m3, outperformed the multistage model, especially on the fire days. Elevated PM2.5 concentrations over large fire events were successfully captured. The modeling technique demonstrated in this study could support future short‐term and long‐term epidemiological studies of wildfire PM2.5.