Urban populations in South Asia are regularly exposed to poor air quality, especially elevated concentrations of fine particulate matter (PM2.5). However, the potential differential burden for the urban poor has received little attention. Here, we evaluate the links between occupation, patterns of exposure to PM2.5, and the impacts at an individual and household level for vulnerable populations in Lahore (Pakistan), Kathmandu (Nepal), and Mandalay (Myanmar). We conduct personal exposure measurements and detailed interviews, identifying a wide range of impacts at individual and household levels. Low-income populations are concentrated in occupations that expose them to higher concentrations. Individuals report a range of adverse health impacts and limited capacities to reduce exposure. The lost income, compounded with the costs of managing these health impacts and limited opportunities for alternative employment, can deepen the socioeconomic vulnerability for the household. Reducing these risks requires targeted interventions such as improved social safety nets.