Air pollution is affecting the health of millions of people all over the world. The causal correlations of PM2.5, PM10, and nitrogen dioxide (NOx), as the main fine particulate matter, and coronary heart disease (CHD) are yet to be explored. Low-density lipoprotein (LDL) has been a principal factor in the pathogenesis of CHD. It is an interesting issue to consider whether LDL mediates the effect of air pollutants in CHD pathogenesis. A genome-wide association study (GWAS) on the European population, followed up from 2010 to 2018, involving over 400,000 participants, was based on a land-use regression model. The annual mean concentrations of major air pollutant particles, PM2.5 (n=423,796), PM10 (n=423,796), and NOx (n=456,380), were recorded. The large GWAS database of CHD covered over ten million SNPs with independent single nucleotide polymorphisms (SNPs). LDL database collected major biochemical blood parameters from over 400,000 patients (n=440,546). Taken together, we conducted independent two-sample Mendelian randomization (MR) analyses for the causality between air pollutants (PM2.5, PM10, and NOx) and CHD. Multivariate MR analysis was conducted using causal relationships to determine the direct effects of exposure on outcome. The fixed-effect inverse variance weighted (IVW2) method was mainly employed to assess this relationship, with a confidence interval of 95% for the odds ratio (OR). Also, MR-Egger, weighted median, maximum likelihood ratio method, and random-effects inverse variance-weighted (IVW1) method were adopted as supplementary methods. Two-sample MR results based on the IVW2 method suggested positive correlations between PM2.5 and CHD [OR 1.875 (1.279-2.748), p=0.001], PM10 and CHD [OR 2.586 (1.479-4.523), p=0.001], and NOx and CHD [OR 2.991 (2.021-4.427), p=4.37E-08]. The direct effect and mediating proportion were calculated using multivariable Mendelian randomization (MVMR). Lastly, the mediating proportions of LDL in the regulatory roles of PM2.5, PM10, and NOx in CHD were 2.82%, 4.73%, and 9.54%, respectively. PM2.5, PM10, and NOx share direct causal associations with CHD, and LDL performs a mediating role in this pathogenic process. Early prevention against air pollution (such as increasing green areas and reducing large-scale industrial dust emissions) and early lipid-lowering treatment can effectively prevent the occurrence of CHD.