Under the framework of the United Nations Sustainable Development Goals (SDGs), mitigating global PM2.5 exposure inequality has become a worldwide task. However, the relationship between PM2.5 exposure inequality and the SDGs remains poorly understood. In this study, we evaluated the spatial distribution of global PM2.5 exposure inequality from 2000 to 2019 on a global scale and investigated the interactions between PM2.5 exposure inequality and the SDGs. The results indicate that global PM2.5 exposure inequality is increasingly worsening. Compared with high-income and low-income regions, middle- and lower-income regions have higher levels of PM2.5 exposure inequality and face greater risks of PM2.5 exposure and associated health impacts. Our analysis of the relationship between PM2.5 exposure inequality and the SDGs reveals that the positive impact of air-SDGs related to air pollution and health, such as SDG3, SDG5, SDG8, and SDG13, on global PM2.5 exposure inequality is becoming increasingly significant. In contrast, the negative impact of SDG2, SDG7, and SDG10 on global PM2.5 exposure inequality has been growing annually. These findings provide valuable insights into the complex interactions between PM2.5 exposure inequality and the SDGs and offer a reference for future efforts to build healthier and more equitable urban air environments.