Air pollution is the main urban‐related environmental hazard and one of the major contributors to the global burden of disease based on its cardiovascular‐respiratory impacts. In children, exposure to urban air pollution is associated, among others, with decelerated neurodevelopment early in life and increased risk of neurodevelopmental problems such as attention‐deficit hyperactivity disorder, autism spectrum disorders, academic failure and the start of Alzheimer's pathogenesis. However, the evidence of the effects of air pollution on brain development is still inadequate, mainly due to the limitations in (a) characterizing brain development (most studies were based on subjective tools such as questionnaires or neuropsychological tests) and (b) air pollution exposure (most studies only used residential levels based on geographical modelling and also overlooking the variation in the mixture of air pollutants as well as the composition and hence toxicity of particulate pollutants in different settings), (c) the lack of studies during the most vulnerable stages of brain development (foetal and early life (first two years post‐natally)) and (d) the lack of structural and functional imaging data underlying these effects. In mice, in utero exposure to fine particles was linked to structural brain changes and there is a need to establish the generalizability of these findings in human beings. Though scarce, current evidence in children supports the importance of the pre‐natal period as a susceptible window of exposure. Two studies in schoolchildren found that pre‐natal air pollution exposure might damage brain structure while exposure during childhood was not linked to any structural alteration. Another study showed that children with higher traffic‐related air pollution at school had lower functional integration in key brain networks, but no changes in brain structure, possibly partly because of the time window of air pollution exposure (in utero versus childhood exposure). A key development is to discover the windows of greatest sensitivity of structural brain changes to air pollution exposure by incorporating the recent advances in non‐invasive imaging to characterize natal and post‐natal brain development and exploring whether and to what extend placental dysfunction could mediate such an association. Studying pre‐natal life is important because effects at this time are of a potentially irreversible nature and because the largest preventive opportunities occur during these periods.