We study the effect of urban density on the exposure of city dwellers to air pollution using data from the United States urban system. Exploiting geological features to instrument for density, we find an economically and statistically significant pollution-density elasticity of 0.14. We assess the health implications of these estimates and find that increased density in an average city leads to sizeable mortality costs. Our findings highlight the possible trade-off between reducing global greenhouse gas emissions, which is associated with denser cities according to prior empirical research, and preserving local air quality and human health within cities.