Polygenic susceptibility likely influences individual responses to air pollutants and the risk of asthma. We compared the role of polygenic susceptibility on air pollution-associated asthma between German and Japanese women. We investigated women that were enrolled in the German SALIA cohort (n = 771, mean age = 73 years) and the Japanese Shika cohort (n = 847, mean age = 67 years) with known asthma status. Adjusted logistic regression models were used to assess the associations between (1) particulate matter with a median aerodynamic diameter ≤ 2.5μm (PM2.5) and nitrogen dioxide (NO2), (2) polygenic risk scores (PRS), and (3) gene-environment interactions (G × E) with asthma. We found an increased risk of asthma in Japanese women after exposure to low pollutant levels (PM2.5: median = 12.7µg/m3, p-value < 0.001, NO2: median = 8.5µg/m3, p-value < 0.001) and in German women protective polygenic effects (p-value = 0.008). While we found no significant G × E effects, the direction in both groups was that the PRS increased the effect of PM2.5 and decreased the effect of NO2 on asthma. Our study confirms that exposure to low air pollution levels increases the risk of asthma in Japanese women and indicates polygenic effects in German women; however, there was no evidence of G × E effects. Future genome-wide G × E studies should further explore the role of ethnic-specific polygenic susceptibility to asthma.