<p>Ulaanbaatar, Mongolia continues to experience one of the world’s most severe urban air-pollution crises, driven by household coal combustion, extreme winter temperature inversions, and rapidly expanding ger districts. This study provides a comprehensive four-year assessment (January 2021–January 2025) of toxic emissions and the environmental impact of continued raw-coal use despite the 2019 fuel ban. Using official hourly air-quality measurements (PM_2.5, PM₁₀, SO₂, NO₂, CO) from the National Statistics Office and meteorological variables (temperature, wind speed/direction, humidity, precipitation, cloudiness) from the National Agency for Meteorology and Environmental Monitoring (NAMEM), we performed systematic data cleaning, structural-error correction, and econometric modeling, including correlation analysis, classical regression, and panel-data methods. PM_2.5 was used for descriptive, seasonal, and correlation analysis where data coverage allowed but excluded from time-series regression at stations with excessive missing values. Results show a sustained decline in SO₂ concentrations—confirming the effectiveness of sulfur-related emission controls—yet critical pollutants such as PM_2.5, PM₁₀, NO₂, and CO remain alarmingly high. Winter PM levels in ger districts were 2–4 times higher than in residential areas, while warm-season PM concentrations increased annually despite reduced heating demand, indicating growing contributions from traffic, construction dust, and secondary aerosols. NO₂ levels in residential districts were 4–5.5 times higher than in ger areas during warm months, reflecting the dominant influence of vehicle emissions and an aging vehicle fleet. Diurnal analyses revealed consistent night-time peaks in CO and PM_2.5, especially in mixed-use zones with dense traffic and limited atmospheric dispersion. Correlation analysis showed strong inverse relationships between temperature and both NO₂ (<i>r</i> = − 0.569, <i>p</i> &lt; 0.001) and PM_2.5 (<i>r</i> = − 0.558, <i>p</i> &lt; 0.001), confirming the amplifying role of winter meteorology. Complementary observations demonstrated severe indoor-exposure risks, evidenced by substantial soot accumulation in household ventilation filters. Rising carbon-monoxide poisoning cases (2017–2024) further highlight persistent shortcomings in domestic heating safety and fuel-use practices. Overall, while sulfur-related pollution has decreased, particulate matter, nitrogen oxides, and carbon monoxide remain major threats to public health in Ulaanbaatar. The findings underscore the urgent need for integrated mitigation strategies, including improved fuel quality, accelerated vehicle-fleet modernization, expanded monitoring networks, targeted interventions for ger-district heating systems, and indoor-air-quality protection measures. The study provides a scalable analytical framework for cold-climate, coal-dependent cities and offers evidence-based guidance for designing effective long-term pollution-control policies.</p>