This study aimed to investigate the association between air pollutants and methylation of peripheral brain-derived neurotrophic factor (BDNF) promoters. A total of 101 individuals were recruited in this panel study. BDNF promoter methylation was detected by bisulfite-PCR amplification and pyrosequencing. Participants’ exposure to air pollutants was estimated using a satellite-based random forests approach. A generalized estimated equation model with natural cubic splines was employed to examine the associations between air pollutants and BDNF promoter methylation levels. The associations between air pollution and BDNF promoter methylation showed nonlinear curves with threshold effects. The threshold concentration for the association of nitrogen dioxide (NO2) with average methylation level was 59.7 μg/m3, and that for the association of particulate matter ≤ 1 µm in diameter (PM1) with CpG2 methylation level was 70.9 μg/m3. The percent change of average methylation level at the 95th percentile of NO2 against the threshold concentration was 43.25% (95%CI: 13.10%, 73.40%), and that of CpG2 methylation at the 95th percentile of PM1 was 128.29% (95%CI: 43.27%, 213.31%). Overall, long-term exposures of PM1, PM2.5, PM10, and NO2 were associated with significant changes in BDNF promoter methylation levels with threshold effects. Display omitted •Ambient PM and NO2 exposures were associated with BDNF promoter methylation.•It showed non-linear associations of air pollutants with BDNF promoter methylation.•Air pollution exposure showed threshold effects on BDNF promoter methylation.