Reducing children’s exposure to air pollutants should be considered a primary goal, especially for the most vulnerable subjects. The goal of this study was to test the effectiveness of applying a protocol in the event of alert days, i.e., days with forecasted PM10 levels above the EU limit value (50 µg/m3). The test was conducted, before the onset of SARS-CoV-2 restrictions, in a classroom of a primary school in Parma (Italy)—a highly polluted area in Northern Italy. The protocol included indications for the frequency of opening windows and doors, as well as the activation of an air purifier. Teachers and students were asked to apply the protocol only in the event of alert days, while no indications were provided for non-alert days. A monitoring system measuring PM1, PM2.5, PM10, CO2, and NO2 was deployed in the classroom. Measurements of the same parameters were also performed outdoors near the school. The application of the protocol reduced the indoor/outdoor (I/O) ratio for all toxic pollutants. The reduction was also remarkable for PM10—the most critical air quality parameter in the study area (1.5 and 1.1 for non-alert and alert days, respectively). Indoor concentrations of PM10—especially during non-alert days—were often higher than outdoors, showing a major contribution from resuspension due to the movement of people and personal cloud. The protocol did not cause any increase in indoor CO2 levels. Our findings showed that the application of a ventilation protocol together with the contribution of an air purifier may represent an effective way to reduce children’s exposure to air pollution during severe air pollution episodes. Considering the onset of COVID-19 and the airborne transmission of pathogens, this protocol now has more meaningful implications for children’s welfare, and can be integrated with protocols designed as measures against the spread of SARS-CoV-2.