Unhealthy levels of air pollution are breathed by billions of people worldwide, and air pollution is the leading environmental cause of death and disability globally. Efforts to reduce air pollution at its many sources have had limited success, and in many areas of the world, poor air quality continues to worsen. Personal interventions to reduce exposure to air pollution include avoiding sources, staying indoors, filtering indoor air, using face masks, and limiting physical activity when and where air pollution levels are elevated. The effectiveness of these interventions varies widely with circumstances and conditions of use. Compared with upstream reduction or control of emissions, personal interventions place burdens and risk of adverse unintended consequences on individuals. We review evidence regarding the balance of benefits and potential harms of personal interventions for reducing exposure to outdoor air pollution, which merit careful consideration before making public health recommendations with regard to who should use personal interventions and where, when, and how they should be used.