Persons with lower socioeconomic status (SES) may face higher risk from polluted air. This disproportionate burden may result from elevated exposure, due to proximity to roadways or indoor air pollution from burning of biomass, and from differences in nutrition and access to health care, among other factors. Several studies have explored this topic, however, there remain many unanswered questions. Research on how SES affects the relationship between air pollution and health faces challenges including the choice and interpretation of SES indicators; distinguishing indicators that describe the present state and those that describe historical conditions; the correlation between SES indicators and other variables; differential diagnosis and use of health care services based on SES; and varying perceptions of health. This paper summarizes these and other challenges and provides recommendations for how to move this research forward. Recommendations relate to what geographical locations, health outcomes, and pollutants should be studied; community involvement; choice of socioeconomic indicators; and policy concerns. The conclusions presented here are intended to encourage collaborations to better understand and reduce disparities in environmental health.