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Estimating air pollution exposure has long been a challenge for environmental health researchers. Technological advances and novel machine learning methods have allowed us to increase the geographic range and accuracy of exposure models, making them a valuable tool in conducting health studies and identifying hotspots of pollution. Here, we have created a prediction model for daily PM_2.5 levels in the Greater London area from 1st January 2005 to 31st December 2013 using an ensemble machine learning approach incorporating satellite aerosol optical depth (AOD), land use, and meteorological data. The predictions were made on a 1 km × 1 km scale over 3960 grid cells. The ensemble included predictions from three different machine learners: a random forest (RF), a gradient boosting machine (GBM), and a k-nearest neighbor (KNN) approach. Our ensemble model performed very well, with a ten-fold cross-validated R² of 0.828. Of the three machine learners, the random forest outperformed the GBM and KNN. Our model was particularly adept at predicting day-to-day changes in PM_2.5 levels with an out-of-sample temporal R² of 0.882. However, its ability to predict spatial variability was weaker, with a R² of 0.396. We believe this to be due to the smaller spatial variation in pollutant levels in this area.