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This study examined the association between ozone and fine particulate (PM2.5) exposure and asthma risk by place of residence. We linked 412,832 adult respondents from the 2009 U.S. Behavioral Risk Factor Surveillance System to their residence counties. Observed and interpolated ozone and PM2.5 concentration data from 2006 to 2009 were used as exposures. We linked self-reported current asthma status and other individual risk factors to county-level risk factors in multilevel logistic regressions. Results indicated spatially varied asthma risks and spatially varied associations between ambient air pollution and asthma risk. Residents in counties not located within a metropolitan statistical area (MSA) and in inner ring suburbs had a relatively higher asthma risk. Positive ozone–asthma associations were detected across all spatial settings, while positive PM2.5-asthma associations were detected only in central cities of an MSA and in outer ring suburbs, indicating that residence location modified the relationship between ambient air pollution and asthma risk.We examine the association between air pollutants and asthma risk by place of residence across the United States.We use multilevel regression model to control for both individual-level and county-level risk factors.Residents in rural areas and inner ring suburbs had higher asthma risk than other location settings.Positive ozone–asthma associations were detected across all place settings.Positive PM2.5-asthma associations were detected only in central cities of an MSA and in outer ring suburbs.