Understanding of the relationship between air pollutants and meteorological parameters on the regional scale is a prerequisite for setting up air pollution prevention and control strategies; however, there is a lack of methodical investigations, particularly in the context of Bangladesh’s deficiency of information on air pollution. This study represents the first attempt to investigate the relationship between air pollutants (NO2, O3, SO2, and CO) and meteorological parameters over Bangladesh using satellite data (OMI and MOPITT) during the period from 2015 to 2020. Geographically weighted regression (GWR) modelling was utilized to assess the relationship between air pollutants and weather variables. The spatial representation and average values of geographically varying coefficients showed that the column densities of air pollutants were affected by the meteorological parameters. For example, NO2 was positively associated with temperature in most of the studied regions, with an average geographically varying coefficient value of 0.12 Dobson units (DU, 1 DU = 2.687 × 1016 molecules/cm2), indicating that NO2 concentrations increase by 0.12 DU/year with every unit increase in temperature. The sources of NO2 and SO2 in Dhaka were identified through emission inventory analysis, and transportation and industry emissions were the most significant influencing factors for NO2 and SO2, respectively. Temperature and pressure showed a higher degree of relationship with all four air pollutants compared with other parameters. The results and discussion presented in this study can be of benefit for policy makers in developing air pollution control strategies in Bangladesh.