The impact of exposure to air pollutants, such as fine particulate matter (PM), on the immune system and its consequences on pediatric asthma are not well understood. We investigated whether the ambient levels of fine PM with aerodynamic diameter ≤ 2.5 microns (PM _2.5) are associated with alterations in circulating monocytes in children with or without asthma. Increased exposure to ambient PM _2.5 was linked to specific monocyte subtypes, particularly in children with asthma. Mechanistically, we hypothesized that innate trained immunity is evoked by a primary exposure to fine PM and accounts for an enhanced inflammatory response after secondary stimulation in vitro. We determined that the trained immunity was induced in circulating monocytes by fine particulate pollutants, and it was characterized by upregulation of proinflammatory mediators, such as TNF, IL-6, and IL-8, upon stimulation with house dust mite or LPS. This phenotype was epigenetically controlled by enhanced H3K27ac marks in circulating monocytes. The specific alterations of monocytes after ambient pollution exposure suggest a possible prognostic immune signature for pediatric asthma, and pollution-induced trained immunity may provide a potential therapeutic target for asthmatic children living in areas with increased air pollution.