We conducted a pre-registered randomised lab-in-the-field online experiment in Beijing, China, to explore the relationship between acute air pollution and anti-social behaviour. Our novel experimental design exploits naturally occurring discontinuities in pollution episodes to mimic an experimental setting in which pollution exposure is exogenously manipulated, thus allowing us to identify a causal relationship. Participants were randomly assigned to be surveyed on either high pollution or low pollution days, thereby exogenously varying the degree of pollution exposure. In addition, a subset of individuals surveyed on the high-pollution days received an additional ‘pollution alert’ to explore whether providing air pollution warnings influences (protective) behaviour. We used a set of well-established incentivised economic games to obtain clean measures of anti-social behaviour, as well as a range of secondary outcomes which may drive the proposed pollution-behaviour relationship. Our results indicate that exposure to acute air pollution had no statistically significant effect on anti-social behaviour, but significantly reduced both psychological and physiological well-being. However, these effects do not remain statistically significant after adjusting for multiple hypothesis testing. We find no evidence that pollution affects cognitive ability, present bias, discounting, or risk aversion, four potential pathways which may explain the relationship between pollution and anti-social behaviour. Our study adds to the growing calls for purposefully designed and pre-registered experiments that strengthen experimental (as opposed to correlational or quasi-experimental) identification and thus allow causal insights into the relationship between pollution and anti-social behaviour.