MAHARASHTRA, INDIA — In clinics and labs around the world, scientists are uncovering a consequence of air pollution that received little attention for decades: Polluted air not only damages the lungs and heart but also harms the brain.

Large studies conducted in Asia, the United States and Europe have linked long-term exposure to air pollution with a higher risk of depression, anxiety and cognitive decline, while lab- and animal-based studies hint at possible mechanisms driving this effect. Research suggests pollution may also increase the risk of schizophrenia and bipolar disorder , and even suicide risk.

Roughly 99% of the global population breathes air with pollution levels exceeding the World Health Organization's air-quality guidelines, with the most polluted air often found in low- and middle-income countries.…