Short-term exposure to air pollution has been linked to pneumonia risk. However, evidence on the long-term effects of air pollution on pneumonia morbidity is scarce and inconsistent. We investigated the associations of long-term air pollutant exposure with pneumonia and explored the potential interactions with smoking. Is long-term exposure to ambient air pollution associated with the risk of pneumonia, and does smoking modify the associations? We analyzed data in 445,473 participants without pneumonia within 1 year before baseline from the UK Biobank. Annual average concentrations of particulate matter (particulate matter with a diameter < 2.5 μm [PM2.5] and particulate matter with a diameter < 10 μm [PM10]), nitrogen dioxide (NO2), and nitrogen oxides (NOx) were estimated using land-use regression models. Cox proportional hazards models were used to assess the associations between air pollutants and pneumonia incidence. Potential interactions between air pollution and smoking were examined on both additive and multiplicative scales. The hazard ratios of pneumonia for each interquartile range increase in PM2.5, PM10, NO2, and NOx concentrations were 1.06 (95% CI, 1.04-1.08), 1.10 (95% CI, 1.08-1.12), 1.12 (95% CI, 1.10-1.15), and 1.06 (95% CI, 1.04-1.07), respectively. There were significant additive and multiplicative interactions between air pollution and smoking. Compared with individuals who had never smoked with low air pollution exposure, individuals who had ever smoked with high air pollution exposure had the highest pneumonia risk (PM2.5: hazard ratio [HR], 1.78; 95% CI, 1.67-1.90; PM10: HR, 1.94; 95% CI, 1.82-2.06; NO2: HR, 2.06; 95% CI, 1.93-2.21; NOx: HR, 1.88; 95% CI, 1.76-2.00). The associations between air pollutants and pneumonia risk persisted in participants exposed to air pollutants concentrations meeting the European Union limits. Long-term exposure to air pollutants was associated with an increased risk of pneumonia, especially in individuals who smoke.