In this study we offer an overview of the winter air quality (October 1–December 31, 2024) in Kolkata, one of the largest and most populous megacities of India and the world, using archival records of the Central Control Room for Air Quality Management System for particulate matter (PM2.5 and PM10), carbon monoxide (CO), nitrogen dioxide (NO2), sulfur dioxide (SO2), and BTEX (benzene, toluene, ethylbenzene, xylene) for seven real-time monitoring stations. Results indicated significant (p < 0.01) spatial variations in species distributions across the city. The highest median PM2.5 levels were recorded at the Bally station (80.80 µg cm−3) while the lowest at RBU (48.38 µg cm−3). Median PM10 levels varied between 146.96 µg cm−3 (Victoria) and 96.83 µg cm−3 (RBU). The highest median NO2 levels were at FW (59.03 µg cm−3) and the lowest at RBU (18.58 µg cm−3). The highest median total BTEX level was at Jadavpur (85.73 µg cm−3) and the lowest at Victoria (7.23 µg cm−3). The Mann–Kendal test, coupled with Sen's slope estimator, indicated increasing (p < 0.00001) PM, CO, and BTEX levels, indicating growing health threats towards the end of winter. The daily PM readings exceeded the World Health Organization (WHO) safety thresholds at all monitoring stations throughout November and December. Daily benzene levels exceeded the safety threshold at Jadavpur and RSV for over 95% of days in November and December. Week-wise exceedance analyses indicated greater concerns for the weekdays than weekends. Use of T:B ratios indicated a wide variability in BTEX sources across the stations, ranging from fuel combustion to vehicular exhausts to industrial emissions, to more mixed signatures, which call for more targeted approaches (e.g., positive matrix factorization, PMF) for BTEX source apportionment. Moreover, we noticed a significant “temporal shift” over time, with the T:B ratios dropping significantly in December (coal/biomass combustion). Spearman rank correlations revealed a significant (0.05 < p < 0.01) species assemblage, involving the PMs, CO, and total BTEX, implying their similar origin (e.g., vehicular exhaust), with stronger associations in December than October. We identified a significant pollutant-weather nexus, including negative influences of relative humidity (0.05 < p < 0.01), air temperature (p < 0.05) and solar radiance (p < 0.05) on pollutant concentrations that undermines multiple UN Sustainable Development Goals (UN SDGs). We conclude by identifying future research areas while pondering over policy mechanisms (Clean Air Action Plan, CLAAP). The latter hinges on a participatory action network, melding the social, technological, economic, and institutional machinery of urban environmental protection.