According to the WHO, pollution is a worldwide public health problem. In Colombia, low-cost strategies for air quality monitoring have been implemented using wireless sensor networks (WSNs), which achieve a better spatial resolution than traditional sensor networks for a lower operating cost. Nevertheless, one of the recurrent issues of WSNs is the missing data due to environmental and location conditions, hindering data collection. Consequently, WSNs should have effective mechanisms to recover missing data, and matrix factorization (MF) has shown to be a solid alternative to solve this problem. This study proposes a novel MF technique with a neural network architecture (i.e., deep matrix factorization or DMF) to estimate missing particulate matter (PM) data in a WSN in Aburrá Valley, Colombia. We found that the model that included spatial-temporal features (using embedding layers) captured the behavior of the pollution measured at each node more efficiently, thus producing better estimations than standard matrix factorization and other variations of the model proposed here.