Urban air pollution in Lagos, Nigeria is a critical environmental issue affecting both human health and ecosystem integrity. A comprehensive review of existing literature on urban air pollution in Lagos will be conducted using systematic search techniques. Urban planners and policymakers are encouraged to implement stricter emission standards for vehicles and industrial sources to reduce air pollution. Developing urban green spaces and promoting active transportation modes can also contribute to reducing urban air pollution levels. The empirical specification follows $Y=\beta_0+\beta^\top X+\varepsilon$, and inference is reported with uncertainty-aware statistical criteria.