Because of its sensitivity to unfavorable weather patterns, air pollution is sensitive to climate change so that, in the future, a climate penalty could jeopardize the expected efficiency of air pollution mitigation measures. A common method to assess the impact of climate on air quality consists in implementing chemistry-transport models forced by climate projections. However, the computing cost of such methods requires optimizing ensemble exploration techniques. By using a training data set from a deterministic projection of climate and air quality over Europe, we identified the main meteorological drivers of air quality for eight regions in Europe and developed statistical models that could be used to predict air pollutant concentrations. The evolution of the key climate variables driving either particulate or gaseous pollution allows selecting the members of the EuroCordex ensemble of regional climate projections that should be used in priority for future air quality projections (CanESM2/RCA4; CNRM-CM5-LR/RCA4 and CSIRO-Mk3-6-0/RCA4 and MPI-ESM-LR/CCLM following the EuroCordex terminology). After having tested the validity of the statistical model in predictive mode, we can provide ranges of uncertainty attributed to the spread of the regional climate projection ensemble by the end of the century (2071–2100) for the RCP8.5. In the three regions where the statistical model of the impact of climate change on PM 2.5 offers satisfactory performances , we find a climate benefit (a decrease of PM 2.5 concentrations under future climate) of −1.08 (±0.21), −1.03 (±0.32), −0.83 (±0.14) µg m −3 , for respectively Eastern Eu-rope, Mid-Europe and Northern Italy. In the British-Irish Isles, Scandinavia, France, the Iberian Peninsula and the Mediterranean, the statistical model is not considered skillful enough to draw any conclusion for PM 2.5. In Eastern Europe, France, the Iberian Peninsula, Mid-Europe and Northern Italy, the statistical model of the impact of climate change on ozone was considered satisfactory and it confirms the climate penalty bearing upon ozone of 10.51 (±3.06), 11.70 (±3.63), 11.53 (±1.55), 9.86 (±4.41), 4.82 (±1.79) µg m −3 , respectively. In the British-Irish Isles, Scandinavia and the Mediterranean, the skill of the statistical model was not considered robust enough to draw any conclusion for ozone pollution.