Air pollution is a major social, economic, and health problem around the world. Children are particularly susceptible to the negative effects of air pollution due to their immaturity and excessive growth and development. The aims of this narrative review were to: (1) summarize evidence about the protective effects of breastfeeding on the adverse health effects of air pollution exposure, (2) define and describe the potential mechanisms underlying the protective effects of breastfeeding, and (3) examine the potential effects of air pollution on breastmilk composition and lactation. A literature search was conducted using electronic databases. Existing evidence suggests that breastfeeding has a protective effect on adverse outcomes of indoor and outdoor air pollution exposure in respiratory (infections, lung function, asthma symptoms) and immune (allergic, nervous and cardiovascular) systems, as well as under-five mortality in both developing and developed countries. However, some studies reported no protective effect of breastfeeding or even negative effects of breastfeeding for under-five mortality. Several possible mechanisms of the breastfeeding protective effect were proposed, including the beneficial influence of breastfeeding on immune, respiratory, and nervous systems, which are related to the immunomodulatory, anti-inflammatory, anti-oxidant, and neuroprotective properties of breastmilk. Breastmilk components responsible for its protective effect against air pollutants exposure may be long chain polyunsaturated fatty acids (LC PUFA), antioxidant vitamins, carotenoids, flavonoids, immunoglobins, and cytokines, some of which have concentrations that are diet-dependent. However, maternal exposure to air pollution is related to increased breastmilk concentrations of pollutants (e.g., Polycyclic aromatic hydrocarbons (PAHs) or heavy metals in particulate matter (PM)). Nonetheless, environmental studies have confirmed that breastmilk’s protective effects outweigh its potential health risk to the infant. Mothers should be encouraged and supported to breastfeed their infants due to its unique health benefits, as well as its limited ecological footprint, which is associated with decreased waste production and the emission of pollutants.