In this paper, we study the short‐term effect of fine particulate matter (PM 2.5) exposure on respiratory emergency room (ER) visits in Chile, a middle‐income country with high levels of air pollution. To instrument for PM 2.5, we use wind speed at different altitudes (pressure levels). Unlike previous papers, our data allow us to study the impact of high pollution levels across all age groups. We find that a 1 μg per cubic meter (μg/m3) increase in PM 2.5 exposure for 1 day increases ER visits for respiratory illness by 0.36%. The effect is positive and significant for all age groups. Furthermore, the coefficients on government environmental alerts suggest that avoidance behavior becomes increasingly significant across all age groups as restrictions become more severe.