Urbanization is one of the major transformations, along with industrialization and economic development, profoundly impacting human society and its living environment. Among the environmental elements, air quality is one of the most intuitively perceived. Most low- and mid-income countries currently suffer from air pollution, especially in urban areas. This review therefore examined the history of air pollution under different stages of urbanization in typical high-, mid-, and low-income countries and summarized the general understanding of the relationship between urbanization and air pollution to suggest the future development of the trade-off between urbanization and air pollution. Based on the review, we highlighted that the development of precautionary measures against environmental pollution during the process of urbanization. In particular, adequate attention and efficient local practices to control air pollution before the onset of heavy pollution, and local practices for multi-stakeholder satisfaction would allow sustainable urbanization with favourable air quality. We hope this review will provide powerful examples of countries that have considered and acted to balance urbanization and air quality in recent centuries, and thus serve as a reference for countries to design more appropriate actions to fulfil the 11th Sustainable Development Goal of the United Nations (UNSDG).