Understanding the vertical distribution of air pollutants in urban street canyons is crucial to improve air quality in urban areas. Previous studies on air pollutants during air pollution episodes primarily focused on their distribution in rural areas, but rarely considered urban street canyons. To investigate such episodes in urban environments, we recorded concentrations of particulate matter (PM) with diameters of less than 2.5 μm and 10 μm (PM2.5 and PM10, respectively), ozone (O3), and carbon monoxide (CO), as well as air temperature, relative humidity, wind speed, wind direction, and atmospheric pressure, every minute, at bottom, middle, and roof levels in an urban street canyon in Shenyang, China, between December 2018 and March 2019. The study period included three air pollution episodes. Results indicated that PM was the primary contributor to air pollution during all episodes. During air pollution episodes, PM concentrations were higher at roof level, with increasing PM concentration differences between the bottom, middle, and roof height levels; O3 concentrations decreased; CO concentrations did not vary significantly. Additionally, higher relative humidity and lower air temperature enhanced particle formation but slowed photochemical reactions, yielding lower O3 concentrations. Finally, we established that wind speed in the street canyon depended more on canyon morphology than on the pollution level.