Air pollution is a significant contributor to the global burden of disease with a plethora of associated health effects such as pulmonary and systemic inflammation. C-reactive protein (CRP) is associated with a wide range of diseases and is associated with several exposures. Studies on the effect of air pollution exposure on CRP levels in low to moderate pollution settings have shown inconsistent results. In this cross-sectional study high sensitivity CRP measurements on 18,463 Danish blood donors were linked to modelled air pollution data for NO_x, NO₂, O₃, CO, SO₂, NH₃, mineral dust, black carbon, organic carbon, sea salt, secondary inorganic aerosols and its components, primary PM_2.5, secondary organic aerosols, total PM_2.5, and total PM₁₀ at their residential address over the previous month. Associations were analysed using ordered logistic regression with CRP quartile as individuals outcome and air pollution exposure as scaled deciles. Analyses were adjusted for health related and socioeconomic covariates using health questionnaires and Danish register data. Exposure to different air pollution components was generally associated with higher CRP (odds ratio estimates ranging from 1.11 to 1.67), while exposure to a few air pollution components was associated with lower CRP. For example, exposure to NO₂ increased the odds of high CRP 1.32-fold (95%CI 1.16–1.49), while exposure to NH3 decreased the odds of high CRP 0.81-fold (95%CI 0.73–0.89). This large study among healthy individuals found air pollution exposure to be associated with increased levels of CRP even in a setting with low to moderate air pollution levels.