Climate change has been predicted to affect future air quality, with inevitable consequences for health. Quantifying the health effects of air pollution under a changing climate is crucial to provide evidence for actions to safeguard future populations. In this paper, we review published methods for quantifying health impacts to identify optimal approaches and ways in which existing challenges facing this line of research can be addressed. Most studies have employed a simplified methodology, while only a few have reported sensitivity analyses to assess sources of uncertainty. The limited investigations that do exist suggest that examining the health risk estimates should particularly take into account the uncertainty associated with future air pollution emissions scenarios, concentration-response functions, and future population growth and age structures. Knowledge gaps identified for future research include future health impacts from extreme air pollution events, interactions between temperature and air pollution effects on public health under a changing climate, and how population adaptation and behavioural changes in a warmer climate may modify exposure to air pollution and health consequences.