Air pollution is related to a variety of psychological distresses (e.g., insecurity), and such distresses may in turn evoke nostalgia as a coping response. Three studies with complementary methodologies were conducted to examine the potential relationship between air pollution and nostalgia in China. Drawing on panel data from 2011 to 2018 covering 31 provincial regions, Study 1 indicated that air pollution positively predicted nostalgia. Study 2 found that air-polluted days were correlated with elevated nostalgia during the 212-day study period. Study 3 further demonstrated that compared with the control condition, participants in the experimentally induced air pollution condition reported more nostalgia, and insecurity mediated this effect. Collectively, our findings provide preliminary evidence that air pollution is positively associated with nostalgia. The implications and limitations of this work were discussed.