Poor air quality has extremely detrimental health consequences, including cancer, stroke, asthma or heart disease. Existing research on air pollution-induced environmental injustice (EI) in Hong Kong (HK) is based on sparse air pollution data due to the limited number of pollution monitoring stations, rendering the study of the relationship between air pollution exposure and social deprivation (SD), and the subsequent study of EI at finer geographical scales difficult. A key research question remains to be explored in a methodologically rigorous manner: Are the socially deprived exposed to a higher level of PM2.5 pollution in HK? Our study develops a Granger Causality model, utilizing ubiquitous urban dynamics closely related with air pollution, including ambient pollutants concentration, traffic, meteorology and urban morphology to provide a fine-grained estimation of air pollution in HK at 100 m × 100 m spatial resolution, achieving a 82% accuracy. We focus specifically on ambient PM2.5 concentration, given its serious health consequences and the preliminary evidence of differential PM2.5 distribution across different socio-economic groups in HK. We investigate if there is any differential distribution in PM2.5 pollution across people residing in constituency areas (CAs) with different levels of SD. In our study, SD is measured by the Social Deprivation Index (SDI), which is a composite indicator comprising four socio-economic status variables, namely, low-income, low-education, non-professional occupation, and non-owner occupier, selected and combined via principal component analysis. We conclude there is a statistically significant, positive relationship between ambient PM2.5 concentration and SDI in HK, based on the SDI and mean PM2.5 exposure values derived from 412 CAs (R2 = 1.4%, p-value <0.01, based on ordinary least squares), justifying the existence of PM2.5-induced SD and EI at the CA level in HK. Our study highlights an emerging need for HK to develop more integrated, human-centric, location- and justice-based environmental policies, and the need to adopt evidence-based policy-decision-making to properly address air pollution-induced EI. Our policy implications and recommendations can be extended to the rest of the world, particularly the Asian metropolis, as well as places where GDP growth is rapid, population density and pollution concentration (including particulate pollution) appear to be high, and the income gap between the rich and the poor is widening.