As with many urban centres around the world, nitrogen dioxide (NO2) is of concern in Auckland, New Zealand because of its possible link to respiratory and heart disease. It has also been associated with the frequent occurrence of brown haze in the region. This article examines quantitatively the differential effects of the local-, synoptic- and large-scale (El Niño-Southern Oscillation—ENSO, Southern Annular Mode—SAM) climate conditions on daily NO2 concentrations in urban Auckland under the framework of generalized linear models. The local meteorology is found to be the most important driver of the daily NO2 concentrations in Auckland, primarily through the coupling of local-scale atmospheric flow and stability conditions with local emissions and chemical processes. Both the synoptic circulation and large-scale climate modes play significant roles in determining the local air pollution. Synoptic circulations, even after controlling for the local meteorological conditions, modulate the daily NO2 at a regional level via two main mechanisms: (1) blocking types facilitate the transport of clean oceanic air over the Auckland landmass, leading to generally low NO2 concentrations; (2) westerly cyclonic types contribute to region-wide increases in NO2 concentrations due to the enhanced mixing-in and/or downward transport of ozone (O3) from the upper troposphere or stratosphere. The large-scale climate modes, ENSO and SAM, modulate the regional air quality through changing the frequency of occurrence and air-mass characteristics of synoptic systems over New Zealand. Overall, this study demonstrates a holistic approach to understand how atmospheric circulations of different scales affect local air quality and thus provides useful information for the formulation of effective public health management and planning strategies in response to future climate variability and change.