Secondary air pollutants, originating from gaseous pollutants and primary particulate matter emitted by natural sources and human activities, undergo complex atmospheric chemical reactions and multiphase processes. Secondary gaseous pollutants represented by ozone and secondary particulate matter, including sulfates, nitrates, ammonium salts, and secondary organic aerosols, are formed in the atmosphere, affecting air quality and human health. This paper summarizes the formation pathways and mechanisms of important atmospheric secondary pollutants. Meanwhile, different secondary pollutants' toxicological effects and corresponding health risks are evaluated. Studies have shown that secondary pollutants are generally more toxic than primary ones. However, due to their diverse source and complex generation mechanism, the study of the toxicological effects of secondary pollutants is still in its early stages. Therefore, this paper first introduces the formation mechanism of secondary gaseous pollutants and focuses mainly on ozone's toxicological effects. In terms of particulate matter, secondary inorganic and organic particulate matters are summarized separately, then the contribution and toxicological effects of secondary components formed from primary carbonaceous aerosols are discussed. Finally, secondary pollutants generated in the indoor environment are briefly introduced. Overall, a comprehensive review of secondary air pollutants may shed light on the future toxicological and health effects research of secondary air pollutants.