Previous studies suggest that pregnant women and children are particularly vulnerable to the adverse effects of air pollution. A prospective cohort study in pregnant women and their children enables identification of the specific effects and critical periods. This paper describes the design of air pollution exposure assessment for participants of the Generation R Study, a population-based prospective cohort study from early pregnancy onwards in 9778 women in The Netherlands. Individual exposures to PM10 and NO2 levels at the home address were estimated for mothers and children, using a combination of advanced dispersion modelling and continuous monitoring data, taking into account the spatial and temporal variation in air pollution concentrations. Full residential history was considered. We observed substantial spatial and temporal variation in air pollution exposure levels. The Generation R Study provides unique possibilities to examine effects of short- and long-term air pollution exposure on various maternal and childhood outcomes and to identify potential critical windows of exposure.