We examine the causal impact of air pollution during pregnancy on the early health of newborns using daily data from environmental monitoring stations in Wuhan and data from the Wuhan Birth Cohort Studies (WBCS). Results show that air pollution during pregnancy significantly damages the early health of newborns, and this effect intensifies continuously with the increase in air pollution levels. Compared with late pregnancy, air pollution has a greater impact on the newborn in early and mid-pregnancy. The air pollution during pregnancy has a greater impact on children born to women with low socioeconomic status and advanced age. Mechanism analysis suggests that air pollution increases the probability of perinatal complications and reduces the number of prenatal visits.