Air pollution, especially particulate matter pollution, adversely affects human health. A growing pool of evidence has emerged which underscores the potential of individual-level nutritional interventions in attenuating the adverse health impact of exposure to PM2.5. Although controlling emission and reducing the overall levels of air pollution remains the ultimate objective globally, the sustainable achievement of such a target and thus consequent protection of human health will require a substantial amount of time and concerted efforts worldwide. In the meantime, smaller-scale individual-level interventions that can counter the inflammatory or oxidative stress effects triggered by exposure to particulate matter may be utilized to ameliorate the health effects of PM2.5 pollution. One such intervention is the incorporation of nutraceuticals in the diet. Here, we present a review of the evidence generated from various in vitro, in vivo and human studies regarding the effects of different anti-inflammatory and antioxidant nutraceuticals in ameliorating the health effects of particulate matter air pollution. The studies discussed in this review suggest that these nutraceuticals, when consumed as a part of the diet or as additional supplementation, can potentially negate the cellular level adverse effects of exposure to particulate pollution. The potential benefits of adopting a non-pharmacological diet-based approach to air pollution-induced disease management have also been discussed. We argue that before a nutraceuticals-based approach can be used for widespread public adoption, further research, especially human clinical trials, is essential to confirm the beneficial action of relevant nutraceuticals and to explore the safe limits of human supplementation and the risk of side effects. Future research should focus on systematically translating bench-based knowledge regarding nutraceuticals gained from in vitro and in vivo studies into clinically usable nutritional guidelines.