In 2018, 70% of global fatalities due to pneumonia occurred in about fifteen countries, with Tanzania being among the top eight countries contributing to these deaths. Environmental and individual factors contributing to these deaths may be multifaceted, but they have not yet been explored in Tanzania. Therefore, in this study, we explore the association between climate change and the occurrence of pneumonia in the Tanga Region, Tanzania. A time series study design was employed using meteorological and health data of the Tanga Region collected from January 2016 to December 2018 from the Tanzania Meteorological Authority and Health Management Information System, respectively. The generalized negative binomial regression technique was used to explore the associations between climate indicators (i.e., precipitation, humidity, and temperature) and the occurrence of pneumonia. There were trend differences in climate indicators and the occurrence of pneumonia between the Tanga and Handeni districts. We found a positive association between humidity and increased rates of non-severe pneumonia (incidence rate ratio (IRR) = 1.01; 95% CI: 1.01–1.02; p ≤ 0.05) and severe pneumonia (IRR = 1.02; 95% CI: 1.01–1.03; p ≤ 0.05). There was also a significant association between cold temperatures and the rate of severe pneumonia in Tanga (IRR = 1.21; 95% CI: 1.11–1.33; p ≤ 0.001). Other factors that were associated with pneumonia included age and district of residence. We found a positive relationship between humidity, temperature, and incidence of pneumonia in the Tanga Region. Policies focusing on prevention and control, as well as promotion strategies relating to climate change-related health effects should be developed and implemented.