Air pollution emissions from residential and commercial buildings have not received the level of attention that electricity, transportation, and industrial sources have. It is also a major end use for methane gas (sometimes called 'natural gas'), making it an important component of climate policies aimed at reducing methane emissions. Here, we use a novel framework to quantify the outdoor air pollution and consequent health impacts of gas use in both residential and commercial buildings, focusing on fine particulate matter (PM_2.5), ozone (O₃), and nitrogen dioxide (NO₂) exposure. We find that gas use in residential buildings is a substantial contributor to ambient air pollution, especially NO₂, and especially in urban areas. We find that gas use in residential buildings has a health burden of around 9,600 deaths and 680,000 asthma attacks annually; in commercial buildings, this is 3,000 deaths and 250,000 asthma attacks annually. Reducing emissions from buildings could be an effective strategy to improve air quality, especially in urban areas.