Rheumatoid arthritis (RA) flare is related to increased joint damage, disability, and healthcare use. The impact of short-term air pollution exposure on RA disease activity is still a matter of debate. In this cross-sectional study, we investigated whether short-term exposure to particulate matter (PM)10, PM2.5, nitrogen dioxide (NO2), and ozone (O3) affected RA disease activity (DAS28 and SDAI) in 422 consecutive RA residents in Lombardy, North of Italy. Air pollutant concentrations, estimated by Regional Environmental Protection Agency (Lombardy—Italy) at the municipality level, were used to assign short-term exposure from the day of enrolment, back to seven days. Some significant negative associations emerged between RA disease activity, PM10, and NO2, whereas some positive associations were observed for O3. Patients were also stratified according to their ongoing Disease-Modifying anti-Rheumatic Drugs (DMARDs) treatment: no DMARDs (n = 25), conventional synthetic DMARDs (n = 108), and biological or targeted synthetic DMARDs (n = 289). Therapy interaction seemed partially able to influence the relationship between short-term air pollution exposure and RA disease activity (PM2.5 levels and DAS28 at the day of the visit-O3 levels and disease activity scores for the seven days before the evaluation). According to our results, the impact of short-term air pollution exposure (seven days) minimally impacts disease activity. Moreover, our study suggests therapy could alter the response to environmental factors. Further evidence is needed to elucidate determinants of RA flare and its management.