Air pollution has been recognized as a human carcinogen. Children living in urban areas are a high-risk group, because genetic damage occurring early in life is considered able to increase the risk of carcinogenesis in adulthood. This study aimed to investigate micronuclei (MN) frequency, as a biomarker of DNA damage, in exfoliated buccal cells of pre-school children living in a town with high levels of air pollution. A sample of healthy 3-6-year-old children living in Brescia, Northern Italy, was investigated. A sample of the children's buccal mucosa cells was collected during the winter months in 2012 and 2013. DNA damage was investigated using the MN test. Children's exposure to urban air pollution was evaluated by means of a questionnaire filled in by their parents that included items on various possible sources of indoor and outdoor pollution, and the concentration of fine particulate matter (PM10, PM2.5) and NO2 in the 1–3 weeks preceding biological sample collection. 181 children (mean age±SD: 4.3±0.9 years) were investigated. The mean±SD MN frequency was 0.29±0.13%. A weak, though statistically significant, association of MN with concentration of air pollutants (PM10, PM2.5 and NO2) was found, whereas no association was apparent between MN frequency and the indoor and outdoor exposure variables investigated via the questionnaire. This study showed a high MN frequency in children living in a town with heavy air pollution in winter, higher than usually found among children living in areas with low or medium-high levels of air pollution.