Ambient air pollution is emerging as a risk factor for adverse neurological symptoms and early childhood diseases. This study aimed to evaluate the association between pre- and postnatal exposure to air pollutants and childhood behavior by using MOCEH prospective birth cohort data. In total, 353 mother-child pairs at birth, who completed child behavioral assessments using the Korean version of the Child Behavior Checklist at five years of age, were included in the study. Multivariate linear regression (MLR) for single pollutant and Bayesian kernel machine regression (BKMR) for multiple pollutants were conducted. MLR analysis showed that air pollutant exposures during the first trimester were significantly associated with the internalizing problems score after adjusting for covariates. The estimates were 0.19 (0.05–0.32) per 1 μg/m3 increase in PM2.5, 0.13 (0.04–0.22) per 1 μg/m3 increase in PM10, and 0.20 (0.02–0.37) per 1 ppb increase in NO2. The BKMR model analysis revealed that the overall effects of multiple air pollutants during the first trimester of pregnancy and 0–6 months of the infantile period were significantly associated with behavioral problems. Boys showed a stronger associations than girls. Taken together, these results showed that the first trimester of pregnancy and 0–6 months of the infantile period were important for air pollutant exposure because exposure at these periods was associated with behavioral problems in 5-year-old children. Future efforts are required to control air pollution levels and reduce the health burden of vulnerable populations, including pregnant women and children.