Many studies have illustrated adverse effects of short-term exposure to air pollution on human health, which usually assumes a linear exposure-response (E-R) function in the delineation of health effects due to air pollution. However, nonlinearity may exist in the association between air pollutant concentrations and health outcomes such as adult pneumonia hospital visits, and there is a research gap in understanding the nonlinearity. Here, we utilized both the distributed lag model (DLM) and nonlinear model (DLNM) to compare the linear and nonlinear impacts of air pollution on adult pneumonia hospital visits in the coastal city of Qingdao, China. While both models show adverse effects of air pollutants on adult pneumonia hospital visits, the DLNM shows an attenuation of E-R curves at high concentrations. Moreover, the DLNM may reveal delayed health effects that may be missed in the DLM, e.g., ozone exposure and pneumonia hospital visits. With the stratified analysis of air pollutants on adult pneumonia hospital visits, both models consistently reveal that the influence of air pollutants is higher during the cold season than during the warm season. Nevertheless, they may behave differently in terms of other subgroups, such as age, gender and visit types. For instance, while no significant impact due to PM2.5 in any of the subgroups abovementioned emerges based on DLM, the results from DLNM indicate statistically significant impacts for the subgroups of elderly, female and emergency department (ED) visits. With respect to adjustment by two-pollutants, PM10 effect estimates for pneumonia hospital visits were the most robust in both DLM and DLNM, followed by NO2 and SO2 based on the DLNM. Considering the estimated health effects of air pollution relying on the assumed E-R functions, our results demonstrate that the traditional linear association assumptions may overlook some potential health risks.