As people in the UK spend 95% of their time indoors, buildings are an important modifier of exposure to both non-optimal temperatures and air pollution. High ambient temperature and high PM2.5 (particulate matter) concentrations often occur together in urban areas. Residential building types prone to overheating (e.g. purpose-built flats) are often also more common in urban areas. Together, this may lead to spatial and demographic inequalities in indoor exposure to heat and PM2.5 from outdoor sources. By combining building simulations (EnergyPlus), a spatially distributed description of the residential building stock—from publicly available Energy Performance Certificate (EPC) data, ambient temperature, PM2.5 data and area-level (40–250 households) socio-demographic data—we estimated these inequalities in exposure for the population of England and Wales. Maximum indoor temperature was higher in areas with larger ethnic minority and infant populations, and lower in areas with a higher proportion of people aged ≥ 65 years. Indoor concentrations of outdoor-source PM2.5 were higher in areas with larger ethnic minority and low-income populations. With rising inequality in England and Wales, housing and environmental conditions play an important role in contributing to health inequalities from social disadvantage. Policy relevance Differences in environmental exposures may partly explain inequalities in health outcomes. These differences are mediated by dwelling type and quality. Identifying the driving factors for differences in environmental exposures may allow for the development of interventions to address health inequalities more effectively. This study finds differences in indoor exposure across socio-demographic groups due to both location and housing. This could be of interest to national, regional and local authorities responsible for targeting building retrofit interventions across the housing stock.