COPD is a progressive and debilitating disease often diagnosed after 50 years of age, but more recent evidence suggests that its onset could originate very early on in life. In this context, exposure to air pollution appears to be a potential contributor. Although the potential role of air pollution as an early determinant of COPD is emerging, knowledge gaps still remain, including an accurate qualification of air pollutants (number of pollutants quantified and exact composition) or the “one exposure–one disease” concept, which might limit the current understanding. To fill these gaps, improvements in the field are needed, such as the use of atmosphere simulation chambers able to realistically reproduce the complexity of air pollution, consideration of the exposome, as well as improving exchanges between paediatricians and adult lung specialists to take advantage of reciprocal expertise. This review should lead to a better understanding of the current knowledge on air pollution as an early determinant of COPD, as well as identify the existing knowledge gaps and opportunities to fill them. Hopefully, this will lead to better prevention strategies to scale down the development of COPD in future generations.