China is experiencing an air pollution crisis, which has already had a significantly negative impact on the health of the Chinese people. Although exercising is considered a useful means to prevent chronic diseases, it could actually lead to adverse effects due to extra exposure to polluted air when done outdoors. After a brief description of the rather scary situation in China, critical issues and challenges related to exercising in polluted air are outlined. The author calls for the exercise science community to work together to address these issues and challenges so that the health status of the current populations can be improved, the relationship among environment, exercising, and human health can be better understood, and future generations can live in a healthier environment.