Studies have highlighted a possible link between air pollution and cerebral small vessel disease (CSVD) imaging markers. However, the exact association and effects of polygenic risk score (PRS) defined genetic susceptibility remains unclear. This cross-sectional study used data from the UK Biobank. Participants aged 40–69 years were recruited between the year 2006 and 2010. The annual average concentrations of NOX, NO2, PM2.5, PM2.5–10, PM2.5 absorbance, and PM10, were estimated, and joint exposure to multiple air pollutants was reflected in the air pollution index (APEX). Air pollutant exposure was classified into the low (T1), intermediate (T2), and high (T3) tertiles. Three CSVD markers were used: white matter hyper-intensity (WMH), mean diffusivity (MD), and fractional anisotropy (FA). The first principal components of the MD and FA measures in the 48 white matter tracts were analysed. The sample consisted of 44,470 participants from the UK Biobank. The median (T1–T3) concentrations of pollutants were as follows: NO2, 25.5 (22.4–28.7) μg/m3; NOx, 41.3 (36.2–46.7) μg/m3; PM10, 15.9 (15.4–16.4) μg/m3; PM2.5, 9.9 (9.5–10.3) μg/m3; PM2.5 absorbance, 1.1 (1.0–1.2) per metre; and PM2.5–10, 6.1 (5.9–6.3) μg/m3. Compared with the low group, the high group’s APEX, NOX, and PM2.5 levels were associated with increased WMH volumes, and the estimates (95 %CI) were 0.024 (0.003, 0.044), 0.030 (0.010, 0.050), and 0.032 (0.011, 0.053), respectively, after adjusting for potential confounders. APEX, PM10, PM2.5 absorbance, and PM2.5–10 exposure in the high group were associated with increased FA values compared to that in the low group. Sex-specific analyses revealed associations only in females. Regarding the combined associations of air pollutant exposure and PRS-defined genetic susceptibility with CSVD markers, the associations of NO2, NOX, PM2.5, and PM2.5–10 with WMH were more profound in females with low PRS-defined genetic susceptibility, and the associations of PM10, PM2.5, and PM2.5 absorbance with FA were more profound in females with higher PRS-defined genetic susceptibility. Our study demonstrated that air pollutant exposure may be associated with CSVD imaging markers, with females being more susceptible, and that PRS-defined genetic susceptibility may modify the associations of air pollutants.