Air pollution exposure has been associated with a multitude of diseases and poses a significant concern to public health. For targeted environmental risk communication and interventions to be effective, it is important to correctly identify characteristics associated with worry of harm from air pollution. Using responses from 3,630 participants of the Health Information National Trends Survey 4 Cycle 2, we assessed worry of harm from exposure to indoor (IAP) and outdoor (OAP) air pollution separately. Multinomial logistic regression models were used to calculate odds ratios and 95% confidence intervals. Hispanics were more likely to worry about harm from IAP and OAP compared to non-Hispanic whites. Participants who lived in urban counties were more likely to worry about harm from IAP and OAP compared to those who lived in rural counties. Finally, those who believed their chance of getting cancer was high were more likely to worry about harm from IAP and OAP compared to those who thought their likelihood of getting cancer was low. Worry of harm from IAP and OAP varied across sociodemographic and cancer-related characteristics. Public health professionals should consider these characteristics when developing targeted environmental risk communication and interventions.