The issue of model selection in time-series studies assessing the acute health effects from short-term exposure to ambient air pollutants has received increased scrutiny in the past 5 yr. Recently, Bayesian model averaging (BMA) has been applied to allow for uncertainty about model form in assessing the association between mortality and ambient air pollution. While BMA has the potential to allow for such uncertainties in risk estimates, Bayesian approaches in general and BMA in particular are not panaceas for model selection., Since misapplication of Bayesian methods can lead to erroneous conclusions, model selection should be informed by substantive knowledge about the environmental health processes influencing the outcome. This paper examines recent attempts to use BMA in air pollution studies to illustrate the potential benefits and limitations of the method.