Multi-year Aerosol Robotic Network (AERONET) and Moderate Resolution Imaging Spectroradiometer (MODIS) aerosol optical depth (AOD) data are used to study AOD weekly variations at the global scale. A clear weekly cycle of AOD is observed in the United States (U.S.) and Central Europe. AOD during the weekday is larger than that during the weekend in 36 out of 43 AERONET sites in the U.S. The average U.S. weekend effect (the percent difference in AOD during the weekday and the weekend) is 3.8%. A weekly periodicity with lower AODs on Sunday and Monday and higher AODs from Wednesday until Saturday is revealed over Central Europe and the average weekend effect there is 4.0%. The weekly cycle in urban sites is greater than that in rural sites. AOD during the weekday is also significantly larger than that during the weekend in urban AERONET sites in South America and South Korea. However, a reversed AOD weekly cycle is observed in the Middle East and India. AODs on Thursday and Friday, the “weekend” for Middle East cultures, are relatively lower than AODs on other days. There is no clear weekly variation of AOD over eastern China. The striking feature in this region is the occurrence of much higher AOD on Sunday and this phenomenon is independent of season. The analysis of MODIS aerosol data is in good agreement with that of AERONET data.