Air quality is an important factor in the preservation of cultural heritage. Systematic air quality assessment is a requirement in most heritage conservation plans. However, apart from temperature and relative humidity, air pollution, which is another air quality parameter, is less often monitored. This is the case especially, but not only, in developing and emerging economies where the lack of air pollution data is worrying. In this paper, issues with air pollution monitoring at heritage sites in developing and emerging economies, from management to technical, are reviewed. Questionnaire responses from over 20 sites in Africa, Asia, and Latin America reveal that about eight out of ten sites have not yet considered pollution data. The responses also show that cost is not the only obstacle but that lack of awareness and insufficient technical expertise are also significant issues. Different possible solutions are reviewed and their appropriateness discussed. They range from systematic monitoring to model-based estimations. Diffusion tube measurements of sulphur dioxide, nitrogen dioxide, and ozone from 11 sites are reported and discussed.