Introduction Ambient air pollution is a neurotoxicant with hypothesized immune-related mechanisms. Adolescent brain structural and functional connectivity may be especially vulnerable to ambient pollution due to the refinement of large-scale brain networks during this period, which vary by sex and have important implications for cognitive, behavioral, and emotional functioning. In the current study we explored associations between air pollutants, immune markers, and structural and functional connectivity in early adolescence by leveraging cross-sectional sex-stratified data from the Adolescent Brain Cognitive Development℠ Study®. Methods Pollutant concentrations of fine particulate matter, nitrogen dioxide, and ozone were assigned to each child’s primary residential address during the prenatal period and childhood (9-10 years-old) using an ensemble-based modeling approach. Data collected at 11-13 years-old included resting-state functional connectivity of the default mode, frontoparietal, and salience networks and limbic regions of interest, intracellular directional and isotropic diffusion of available white matter tracts, and markers of cellular immune activation. Using partial least squares correlation, a multivariate data-driven method that identifies important variables within latent dimensions, we investigated associations between 1) pollutants and structural and functional connectivity, 2) pollutants and immune markers, and 3) immune markers and structural and functional connectivity, in each sex separately. Results Air pollution exposure was related to white matter intracellular directional and isotropic diffusion at ages 11–13 years, but the direction of associations varied by sex. There were no associations between pollutants and resting-state functional connectivity at ages 11–13 years. Childhood exposure to nitrogen dioxide was negatively correlated with white blood cell count in males. Immune biomarkers were positively correlated with white matter intracellular directional diffusion in females and both white matter intracellular directional and isotropic diffusion in males. Lastly, there was a reliable negative correlation between lymphocyte-to-monocyte ratio and default mode network resting-state functional connectivity in females, as well as a compromised immune marker profile associated with lower resting-state functional connectivity between the salience network and the left hippocampus in males. In post-hoc exploratory analyses, we found that the PLSC-identified white matter tracts and resting-state networks related to processing speed and cognitive control performance from the NIH Toolbox. Conclusions We identified novel links between childhood nitrogen dioxide and cellular immune activation in males, and brain network connectivity and immune markers in both sexes. Future research should explore the potentially mediating role of immune activity in how pollutants affect neurological outcomes as well as the potential consequences of immune-related patterns of brain connectivity in service of improved brain health for all.