With the advancement of industrialization, the problem of atmospheric environmental pollution is becoming more and more prominent. To solve this problem, an unmanned aerial vehicle (UAV) as an airborne platform was used to design an air pollution source localization method based on an anxiety-auction algorithm and verify the feasibility of the algorithm through simulation analysis and indoor source localization experiments. The algorithm innovatively introduces the concept of anxiety in psychology into the traditional auction algorithm. By enabling each drone to make a “rational” auction time decision based on its emotional state, team resources can be conserved, and overall source localization efficiency can be enhanced. Based on different environmental factors and conditions, the number of drones and other multi-perspective comparison analyses with the traditional auction algorithm, the analysis results show that the anxiety-auction algorithm performs better in terms of success rate and distance ratio. This paper also built a set of atmospheric pollutant source localization platforms, consisting of an ultra-wideband (UWB) indoor positioning device, UAV platform, source localization monitoring and control module, and the indoor source localization experiment of atmospheric pollutants based on multiple UAVs was successfully designed and carried out.