Dyslipidemia is a critical factor in the development of atherosclerosis and consequent cardiovascular disease. Numerous pieces of evidence demonstrate the association between air pollution and abnormal blood lipids. Although the results of epidemiological studies on the link between air pollution and blood lipids are unsettled due to different research methods and conditions, most of them corroborate the harmful effects of air pollution on blood lipids. Mechanism studies have revealed that air pollution may affect blood lipids via oxidative stress, inflammation, insulin resistance, mitochondrial dysfunction, and hypothalamic hormone and epigenetic changes. Moreover, there is a risk of metabolic diseases associated with air pollution, including fatty liver disease, diabetes mellitus, and obesity, which are often accompanied by dyslipidemia. Therefore, it is biologically plausible that air pollution affects blood lipids. The overall evidence supports that air pollution has a deleterious effect on blood lipid health. However, further research into susceptibility, indoor air pollution, and gaseous pollutants is required, and the issue of assessing the effects of mixtures of air pollutants remains an obstacle for the future.