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 ($\rho DCCA$). 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.