Atmospheric aerosols and nitrogen dioxide (NO2) are a global concern, especially in major Asian cities, because of their multiple impacts on climate, health, ecology, and the environment. Although many studies have been conducted individually, studies on the coupling of NO2 and Aerosol optical depth (AOD) in major Asian cities are still scarce. This study aims to critically evaluate the challenges of AOD and NO2 in Asia through a detailed discussion of the sources and mitigation solutions. The impact and intensity of these two pollutants are severe in countries such as India, China, Bangladesh, India, and Japan. China is the region with the highest AOD in the world. Increases in NO2 and AOD have been observed in the megacities of South Asia (e.g., Lahore, Dhaka, Mumbai, and Kolkata). East Asia (China, South Korea, and Japan) is a significant source of aerosols and their precursors, a complex mixture of coarse and small particles. Diesel vehicles are a significant contributor to NO2 emissions in many Asian cities. High population density, rapid urbanization, increasing energy demand, multiple sources, and the complex chemistry of pollutants pose a significant challenge for AOD and NO2 pollution. This study highlights pollution scenarios, emerging issues, and sources of AOD and NO2 in general that have not been thoroughly studied in earlier research on major Asian cities. To summarize, our study identifies these research gaps and proposes solutions to them which are eco-friendly technology, legislation, policy development, and awareness-raising.