The burning incense (BI) behavior could be widely observed in Asia families. Incense sticks are often believed to be made from natural herbs and powders, and to have minimal impact on human health; however, there is limited research to support this claim. The current study aimed to identify the components of BI within the particulate matter 2.5 µm (PM2.5) range and explore if BI has bio-toxicity effects on rat astrocytes (CTX-TNA2). The study also examined the protective effects and underlying molecular mechanisms of tanshinone IIA, a primary lipid-soluble compound found in the herb danshen (Salvia miltiorrhiza Bunge), which has been shown to benefit the central nervous system. Results showed that despite the differences in BI components compared to the atmospheric particulate matter (PM) standards, BI still had a bio-toxicity on astrocytes. BI exposure caused early and late apoptosis, reactive oxygen species (ROS) production, MAPKs (JNK, p38, and ERK), and Akt signaling activation, and inflammation-related proteins (cPLA2, COX-2, HO-1, and MMP-9) increases. Our results further exhibit that the tanshinone IIA pre-treatment could significantly avoid the BI-induced apoptosis and inflammatory signals on rat astrocytes. These findings suggest that BI exposure may cause oxidative stress in rat astrocytes and increase inflammation-related proteins and support the potential of tanshinone IIA as a candidate for preventing BI-related adverse health effects.