A complete statistical analysis of meteorological and air pollution data was carried out in the 'Campo de Gibraltar' region (in the South of Spain) from 1999 to 2002. This is a heavy industrialized area where, up to date, very few air pollution studies have been made. The main objectives of the study presented here have been the characterization of the meteorological and (gaseous and particulate) air pollution conditions in the area, and the relations between them. Multivariate statistical techniques, such as Principal Component Analysis (PCA), have been applied to the data. The results show that air quality in the area is highly dependent on meteorological conditions such as wind persistence and direction, dispersion capability of the atmosphere, and humidity content. On average, sulphur dioxide and nitrogen oxide air pollution, mainly caused by fuel-oil combustion and traffic, respectively, is not very high. However, an important number of exceedences of the limits established by the EU Directive 1999 for PM10 (particulate matter with a diameter less than 10 microm) have been observed in some points of the area. A significant percentage of these exceedences (about 22% on average) are likely caused by African dust intrusions, which usually take place from May to August. From gaseous and particulate air correlations, it seems that anthropogenic activities contribute with about 19% on average.