Background: Few population-based epidemiological studies of adults have examined the relationship between air pollution and leukaemias. Methods: Using Danish National Cancer Registry data and Danish DEHM-UBM-AirGIS system-modelled air pollution exposures, we examined whether particulate matter (PM2.5), black carbon (BC), nitrogen dioxide (NO2) and ozone (O3) averaged over 1, 5 or 10 years were associated with adult leukaemia in general or by subtype. In all, 14,986 adult cases diagnosed 1989–2014 and 51,624 age, sex and time-matched controls were included. Separate conditional logistic regression models, adjusted for socio-demographic factors, assessed exposure to each pollutant with leukaemias. Results: Fully adjusted models showed a higher risk of leukaemia with higher 1-, 5- and 10-year-average exposures to PM2.5 prior to diagnosis (e.g. OR per 10 µg/m3 for 10-year average: 1.17, 95% CI: 1.03, 1.32), and a positive relationship with 1-year average BC. Results were driven by participants 70 years and older (OR per 10 µg/m3 for 10-year average: 1.35, 95% CI: 1.15–1.58). Null findings for younger participants. Higher 1-year average PM2.5 exposures were associated with higher risks for acute myeloid and chronic lymphoblastic leukaemia. Conclusion: Among older adults, higher risk for leukaemia was associated with higher residential PM2.5 concentrations averaged over 1, 5 and 10 years prior to diagnosis.