Air pollution exposure has been shown to be associated with an increased risk of specific cancers. This study investigated whether the number and incidence of the most common cancers in Saudi Arabia were associated with urban air pollution exposure, specifically NO2. Overall, high model goodness of fit (GOF) was observed in the Eastern, Riyadh and Makkah regions. The significant coefficients of determination (r2) were higher at the regional level (r2 = 0.32-0.71), weaker at the governorate level (r2 = 0.03-0.43), and declined slightly at the city level (r2 = 0.17-0.33), suggesting that an increased aggregated spatial level increased the explained variability and the model GOF. However, the low GOF at the lowest spatial level suggests that additional variation remains unexplained. At different spatial levels, associations between NO2 concentration and the most common cancers were marginally improved in geographically weighted regression (GWR) analysis, which explained both global and local heterogeneity and variations in cancer incidence. High coefficients of determination were observed between NO2 concentration and lung and breast cancer incidences, followed by prostate, bladder, cervical and ovarian cancers, confirming results from other studies. These results could be improved using individual explanatory variables such as environmental, demographic, behavioral, socio-economic, and genetic risk factors.