We chose a set of candidate single nucleotide polymorphisms (SNPs) to investigate gene-environment interactions in three types of cancer that have been related to air pollution (lung, bladder and myeloid leukemia).The study has been conducted as a nested case-control study within the European Prospective Investigation into Cancer and Nutrition cohort (409 cancer cases and 757 matched controls). We included never and ex-smokers. SNPs were in genes involved in oxidative stress, phase I metabolizing genes, phase II metabolizing genes and methylenetetrahydrofolate reductase (MTHFR).The most notable findings are: GSTM1 deletion and bladder cancer risk [odds ratio (OR) = 1.60; 95% confidence interval 1.00-2.56]; CYP1A1 and leukemia (2.22, 1.33-3.70; heterozygotes); CYP1B1 and leukemia (0.47, 0.27-0.84; homozygotes); MnSOD and leukemia (1.91, 1.08-3.38; homozygotes) and NQO1 and lung cancer (8.03, 1.73-37.3; homozygotes). Other statistically significant associations were found in subgroups defined by smoking habits (never or ex-smokers), environmental tobacco smoke or gender, with no obvious pattern. When gene variants were organized according to the three main pathways, the emerging picture was of a strong involvement of combined phase I enzymes in leukemia, with an OR of 5 (1.63-15.4) for those having three or more variant alleles. The association was considerably stronger for leukemias arising before the age of 55.