Air pollution exposure is highest during travel than any other daily activity. Though numerous research articles exist on different factors that affect on-road air pollution exposure, a systematic review of these factors and the influence of air pollution exposure on travel behaviour is absent. This work attempts to bridge this gap by identifying 110 studies using the “Preferred Reporting Items for Systematic Reviews and Meta-Analyses” (PRISMA) methodology and presenting their comprehensive review. The findings show that (a) air pollution exposure is higher in open than close transport modes, (b) pedestrians and cyclists suffer the most due to higher respiration rates and proximity to the streets, (c) air pollution exposure causes both short and long-term changes in travel behaviour (d) despite the poor air quality, many developing nations lack adequate work on exposure. Finally, this work identifies the potential research gaps and provides insights into policymaking to reduce travellers' air pollution exposure.