Air pollution is a major issue because Particulate Matter (PM) has a substantially higher effect on human health than other pollutants. Air Quality (AQ) prediction has become critical recently to take action to reduce pollution. This research introduces a unique methodology for assessing the effectiveness of PM10 and PM2.5. Enhanced spatial, temporal sequence-Improved Sparse Auto Encoder with Deep Learning (EISAE-DL) has been proposed to predict AQ affected by the prolonged dependency of air pollution congregation. However, Long Short-Term Memory (LSTM) used in EISAE-DL has suffered from the learning of a long-term dependent sequence of the training dataset. In addition, it is hard to create very reliable AQ forecasts at higher periodic frequencies, such as daily, weekly, or even monthly. This paper proposes Transfer learning (TL) in a Stacked Bidirectional and Unidirectional LSTM to solve the learning issue in LSTM for long-term dependencies. So, EISAE-DL with TL and modified LSTM model is named as EISAE-Deep Transfer Learning (EISAE-DTL). TL with a modified structure can handle large-size datasets effectively. However, training time is increased more than twice for non-transfer learning way of modeling due to TL, Wasserstein Distance-based adversarial learning is proposed in EISAE-DTL to decrease the variances among AQ data collected from any two sites. The proposed work is named EISAE- Enhanced DTL (EISAE-EDTL). The developed EISAE-DTL and EISAE-EDTL models are compared and analyzed with the performance of existing algorithms EISAE-DL, ISAE-DL, TL-BLSTM, MMSL, and ST-DNN. The experimental findings demonstrate the accuracy, precision, sensitivity, specificity, Area Under Curve (AUC), and Matthew's correlation coefficient of the proposed model performs admirably and improves present condition approaches.