Coal-fired power plants release substantial air pollution, including over 60% of U.S. sulfur dioxide (SO2) emissions in 2014. Such air pollution may exacerbate asthma however direct studies of health impacts linked to power plant air pollution are rare. Here, we take advantage of a natural experiment in Louisville, Kentucky, where one coal-fired power plant retired and converted to natural gas, and three others installed SO2 emission control systems between 2013 and 2016. Dispersion modeling indicated exposure to SO2 emissions from these power plants decreased after the energy transitions. We used several analysis strategies, including difference-in-differences, first-difference, and interrupted time-series modeling to show that the emissions control installations and plant retirements were associated with reduced asthma disease burden related to ZIP code-level hospitalizations and emergency room visits, and individual-level medication use as measured by digital medication sensors.