Previous studies have investigated the impact of air pollution on health and mortality. However, there is little research on how this impact varies by individuals’ ethnicity. Using a sample of more than 2.5-million individuals aged 16 and older from the 2011 UK census linked to 10-years air pollution data, this article investigates the effect of air pollution on self-reported general health and limiting long-term illness (LLTI) in five main ethnic groups and by country of birth in UK. The association of air pollution with self-reported health and LLTI by individual’s ethnicity was examined using two levels mixed-effects generalised-linear models. Pakistani/Bangladeshi, Indian, Black/African/Caribbean, and other ethnic minorities and people born outside UK/Ireland were more likely to report poorer health and the presence of LLTI than White-group and UK/Ireland born individuals. Higher concentrations of NO2, SO2 and CO pollutants were associated with poorer self-reported health and the presence of LLTI in the UK population. Analysis by ethnicity showed a more pronounced effect of NO2, PM10, PM2.5, and CO air pollution on poor self-reported health and the presence of LLTI among ethnic minorities, mostly for people from Black/African/Caribbean origin compared to White people, and among non-UK/Ireland born individuals compared to natives. Using a large-scale individual-level census data linked to air pollution spatial data, our study supports the long-term deteriorating effect of air pollution on self-reported health and LLTI, which is more pronounced for ethnic minorities and non-natives.