Ambient air pollution is known to be a serious issue that has an impact on human health and the environment. Assessing air quality is of the utmost importance to protect human health and the environment. Different tools are available, from monitoring stations to complex models. These systems are capable of accurately predicting air quality levels, but they are often computationally very expensive which makes them poorly efficient. In this paper, we developed a novel model called Dynamic Neural Assimilation (DyNA) integrating Recurrent Neural Networks and Data Assimilation methods to derive a physics-informed system capable of accurately forecasting air pollution tendencies and investigating the relationship with industrial statistics. DyNA is trained in historical data and is fine-tuned as soon as new data comes available. We trained and tested the system on real data provided by the air quality monitoring stations located in Italy from the European Environment Agency and simulated results derived from the air quality modelling system Atmospheric Modelling System-Model to support the International Negotiation on atmospheric pollution on a National Italian level. We analysed air pollution data in Italy from the years 2003–2010 and studied its correlation with nearby industries in some regions where monitoring sensors were available.