Although regular aerobic exercise improves overall health, increased physical activity can lead to heightened exposures to a variety of air pollutants. As such, the cardiovascular health benefits of exercise may be abrogated to some degree by the harmful actions of inhaled pollutants. This review aims to provide an up-to-date summary for health professionals of the cardiovascular responses as well as the risks of exercising in air pollution. Aerobic exercise augments the overall inhaled air pollution dose, potentiates the diffusion of pollutants into circulating blood, and augments oxidative stress and inflammation. The inhalation of particulate matter during exercise can raise blood pressure, impair vascular function, and unfavorably affect autonomic balance. Several studies suggest that air pollutants can increase ischemic symptoms and signs during exercise and can even be capable of impairing exercise performance in some scenarios. The overall evidence supports that the risk-tobenefit ratio generally favors that health care providers continue to strongly encourage their patients to perform regular aerobic exercise. Nevertheless, a greater effort should be made to educate patients about the risks of air pollutant exposures during exercise, particularly those at heightened cardiovascular risk. Although no strategy has been directly tested to reduce morbidity and mortality rate, several prudent actions can be taken to lessen the degree of exposures during exercise which may thereby help mitigate the adverse effects of air pollutants on exercise performance and cardiovascular risk.