Ambient air pollution exposure is associated with cardiovascular dysregulation and immune system alterations, yet no study has investigated both simultaneously in children. Understanding the multifaceted impacts may provide early clues for clinical intervention prior to actual disease presentation. We therefore determined the associations between exposure to multiple air pollutants and both immunological outcomes (methylation and protein expression of immune cell types associated with immune regulation) and cardiovascular outcomes (blood pressure) in a cohort of school-aged children (6-8 years; n = 221) living in a city with known elevated pollution levels. Exposure to fine particular matter (PM2.5), carbon monoxide (CO), and ozone (O3) was linked to altered methylation of most CpG sites for genes Foxp3, IL-4, IL-10 and IFN-g, all involved in immune regulation (e.g. higher PM2.5 exposure 1 month prior to the study visit was independently associated with methylation of the IL-4 CpG24 site (est = 0.16; P = 0.0095). Also, immune T helper cell types (Th1, Th2 and Th17) were associated with short-term exposure to PM2.5, O3 and CO (e.g. Th1 cells associated with PM2.5 at 30 days: est = - 0.34, P < 0.0001). Both B cells (est = - 0.19) and CD4+ cells (est = 0.16) were associated with 1 day NO2 exposure (P ≤ 0.031), whereas CD4+ and CD8+ cells were associated with chronic exposure to PAH456, NOx and/or NO2 (P ≤ 0.038 for all). Finally, diastolic BP (DBP) was inversely associated with long-term exposures to both CO and PAH456, and both systolic and pulse pressure were associated with short-term NO2 and chronic NOx exposure. Our findings demonstrate links between air pollution exposure and methylation of immunoregulatory genes, immune cell profiles and blood pressure, suggesting that even at a young age, the immune and cardiovascular systems are negatively impacted by exposure to air pollution.