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Although the association between air pollution and mortality is well established, less is known about the effects in different age groups. This study analyzes the short-term associations between mortality in different age groups (0–14 years of age, 15–64 years of age, and 65+ years of age) and a number of air pollutants in two relatively clean northern European capitals: Stockholm and Tallinn. The concentrations in PM₁₀ (particles with an aerodynamic diameter smaller than or equal to 10 µm), PM_2.5–10 (coarse particles), PM_2.5 (particles with an aerodynamic diameter smaller than or equal to 2.5 µm), BC (black carbon), PNC₄ (particle number count of particles larger than or equal to 4 nm), NO₂ (nitrogen dioxide), and O₃ (ozone) were measured during the period of 2000–2016 in Stockholm and 2001–2018 in Tallinn (except for BC and PNC₄ which were only measured in Stockholm). The excess risks in daily mortality associated with an interquartile range (IQR) increase in the measured air pollutants were calculated in both single- and multi-pollutant models for lag01 and lag02 (average concentration during the same and the previous day, and the same and the previous two days, respectively) using a quasi-Poisson regression model with a logistic link function. In general, the calculated excess risks per IQR increase were highest in the age group 0–14 years of age in both Stockholm and Tallinn. However, in Stockholm, a statistically significant effect was shown for PM_2.5–10, and in Tallinn for O₃. In the oldest age group (65+), statistically significant effects were shown for both PM_2.5–10, PM₁₀, and O₃ in Stockholm, and for O₃ in Tallinn.