Exposure to air pollution has been linked with altered immune function in adults, but little is known about its effects on early life. This study aimed to investigate the effects of exposure to air pollution during prenatal and postnatal windows on cell-mediated immune function in preschoolers.Pre-school aged children (2.9 ± 0.5 y old, n = 391) were recruited from a mother-child cohort study in Wuhan, China. We used a spatial-temporal land use regression (LUR) model to estimate exposures of particulate matter with aerodynamic diameters ≤2.5 μm (PM2.5) and ≤10 μm (PM10), and nitrogen dioxide (NO2) during the specific trimesters of pregnancy and the first two postnatal years. We measured peripheral blood T lymphocyte subsets and plasma cytokines as indicators of cellular immune function. We used multiple informant models to examine the associations of prenatal and postnatal exposures to air pollution with cell-mediated immune function.Prenatal exposures to PM2.5, PM10, and NO2 during early pregnancy were negatively associated with %CD3+ and %CD3+CD8+ cells, and during late pregnancy were positively associated with %CD3+ cells. Postnatal exposures to these air pollutants during 1-y or 2-y childhood were positively associated with IL-4, IL-5, IL-6, and TNF-α. We also observed that the associations of prenatal or postnatal air pollution exposures with cellular immune responses varied by child's sex.Our results suggest that exposure to air pollution during different critical windows of early life may differentially alter cellular immune responses, and these effects appear to be sex-specific.Copyright © 2021 Elsevier Ltd. All rights reserved.