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This systematic review and meta-analysis examine the association between environmental air pollution and the risk of depression and anxiety. We systematically searched studies published up to March 2025 and included 81 eligible studies focusing on particulate matter (PM_2.5, PM₁₀), nitrogen dioxide (NO₂), and black carbon (BC). Random-effects meta-analyses were performed to calculate pooled relative risks for short-term (<30 days) and long-term (≥30 days) exposures. We assessed study heterogeneity, publication bias, risk of bias, and evidence quality. Findings reveal consistent associations between long- and short-term exposure to air pollution and increased depression and anxiety risk. Long-term exposure to all pollutants was positively associated with both outcomes, with PM_2.5 showing the most consistent association with anxiety and PM_2.5 and BC yielding the largest risks for depression. Short-term exposure to PM_2.5, PM₁₀ and NO₂ also showed small but significant associations. Although high heterogeneity, publication bias, and risk of bias reduced evidence certainty-particularly for BC-overall patterns were robust across pollutants and analytical approaches. These findings indicate that air pollution is a potentially modifiable environmental risk factor for common mental health disorders, warranting further high-quality longitudinal research.