In this work, we evaluated the evolution of some atmospheric pollutants (O3, NOx and PM10) over time and their relationship with four different climate variables (solar irradiation, air temperature, relative humidity and wind speed). To this end, we assessed the long-range dependence of those concentrations with a Detrended Fluctuation Analysis (DFA) and analyzed the cross-correlation of such dependence with the climate variables through a Detrended Cross-Correlation Coefficient Analysis (ρDCCA). The results show that air pollution tends to increase over time, impairing air quality and likely affecting human health. The results indicate a cross-correlation between air pollution and the climatic variables, which persisted for a certain period, with a greater correlation between O3 concentration and wind, mainly temperature, and a negative correlation with humidity for all monitoring stations. Moreover, unlike O3 and PM10, NOx concentrations always had a persistent behavior in the region of study for the entire analyzed period.