The bag that came with mine does not do small particles--but there is a fine mesh bag that you can purchase separately that is supposed to get smaller stuff than the standard bag. I have put a handfull of cotton balls in the standard bag before and it works fairly well to pick up things like sand and small rocks, but it doesn't do much good with pollen. People say the finer mesh bag works really well, I just never could justify the $25 cost for a separate bag when it was easier just to vacuum to waste with large amounts of pollen.