Environment department Defra says “high” or “very high” levels have been recorded in the past 24 hours mainly in the East of England and the Midlands.
It expects the pollution – linked to sandstorms in the Sahara – to spread across England and Wales on Wednesday.
Defra says air pollution can cause respiratory problems and people with heart or lung disease are most at risk.
Andrew Sibley, specialist forecaster for the Met Office, said: “Conditions are going to get worse again as we go through Wednesday and the rest of the week.”
He said that a south-easterly wind would bring with it yet more pollution from Europe, and further compound the situation in the UK.
Mr Sibley said that dust and sand particles from the Saharan desert could easily get swept up by high winds and carried thousands of miles across the globe.
“The dust gets caught by rain particles and that’s how it ends up being visible on the ground,” he said.
A Defra spokeswoman said: “The high level of air pollution this week is due to a combination of local emissions, light winds, pollution from the continent and dust blown over from the Sahara.
“We want to keep improving air quality and have introduced a new five-day forecast service in addition to investing heavily in local and transport initiatives to tackle this issue head-on.”
It is warning of “high” or “very high” air pollution levels across much of England and Wales.
And the high levels of pollution are expected to continue across East Anglia and the Midlands on Thursday.
But the pollution is expected to ebb away by Friday.