Epidemiologic studies have consistently reported associations between outdoor fine particulate matter (PM2.5) air pollution and adverse health effects. Although Asia bears the majority of the public health burden from air pollution, few epidemiologic studies have been conducted outside of North America and Europe due in part to challenges in population exposure assessment. We assessed the feasibility of two current exposure assessment techniques, land use regression (LUR) modeling and mobile monitoring, and estimated the mortality attributable to air pollution in Ulaanbaatar, Mongolia. We developed LUR models for predicting wintertime spatial patterns of NO2 and SO2 based on 2-week passive Ogawa measurements at 37 locations and freely available geographic predictors. The models explained 74% and 78% of the variance in NO2 and SO2, respectively. Land cover characteristics derived from satellite images were useful predictors of both pollutants. Mobile PM2.5 monitoring with an integrating nephelometer also showed promise, capturing substantial spatial variation in PM2.5 concentrations. The spatial patterns in SO2 and PM, seasonal and diurnal patterns in PM2.5, and high wintertime PM2.5/PM10 ratios were consistent with a major impact from coal and wood combustion in the city’s low-income traditional housing (ger) areas. The annual average concentration of PM2.5 measured at a centrally located government monitoring site was 75 μg/m3 or more than seven times the World Health Organization’s PM2.5 air quality guideline, driven by a wintertime average concentration of 148 μg/m3. PM2.5 concentrations measured in a traditional housing area were higher, with a wintertime mean PM2.5 concentration of 250 μg/m3. We conservatively estimated that 29% (95% CI, 12–43%) of cardiopulmonary deaths and 40% (95% CI, 17–56%) of lung cancer deaths in the city are attributable to outdoor air pollution. These deaths correspond to nearly 10% of the city’s total mortality, with estimates ranging to more than 13% of mortality under less conservative model assumptions. LUR models and mobile monitoring can be successfully implemented in developing country cities, thus cost-effectively improving exposure assessment for epidemiology and risk assessment. Air pollution represents a major threat to public health in Ulaanbaatar, Mongolia, and reducing home heating emissions in traditional housing areas should be the primary focus of air pollution control efforts.