Particles have settings that define when the particles are shown.
Quote from
this tutorial:
"To get a better transition when you move through the fog, we will enable the 'Fade at distance' box and enter the values where the fog will start to fade in and out. I chose the values Min End=2, Min Start=5, Max Start=20, and Max End=25. These values mean that the fog will be invisible until the player is 25m from it, then it will fade in until the player is 20m from it. It will then be fully visible until the player is 5m from it and will fade completely at 2m".