Background: Aerobic exercise is recommended to improve health. However, the increased ventilation might increase the doses of inhaled air pollutants, negating the health benefits in highly polluted areas. Our objective was to estimate the inhaled dose of air pollutants during two simulated exercise sessions at cleanest and dirtiest cities reported by World Health Organization (WHO) considering air quality. Methods: Minute ventilation data were extracted from laboratory-based exercise of 116 incremental running tests and used to calculate total ventilation of a hypothetical 30-min moderate continuous exercise routine. Afterwards, total ventilation values were combined with particulate matter (PM) data reported by the WHO for the 10 cleanest and 10 dirtiest cities, to calculate inhaled doses and the relative risk of all-cause mortality by exercising in different air pollution concentrations. Findings: The dirtiest cities are located at less developed countries compared to cleanest cities. The inhaled dose of PM2.5 and PM10 were significantly higher in the dirtiest cities compared to the cleanest cities at rest and exercise, and significantly higher during exercise compared to the rest at dirtiest cities. The relative risk of all-cause mortality analysis showed that, while exercise in the cleanest cities improved health benefits throughout up to 90 min, there were no further health benefits after 15 min of exercise in the dirtiest cities, and the air pollution health risks surpassed the exercise benefits after 75 min. Interpretation: Our findings suggest that a traditional 30-min of moderate aerobic exercise session might induce inhalation of high levels of pollutants when performed at dirtiest cities. Considering several adverse health effects from air pollutants inhalation, so the results suggest that the air pollution levels of the cities should be taken into account for physical exercise recommendations.