To support environmental risk management in a world heritage city, this paper presents high spatial-resolution maps of air pollutants for the Macao Peninsula. In particular, the risk of exposure to traffic-related nitrogen dioxide pollution for the 22 world heritage monuments in the Historic Center of Macao was assessed. The air-pollution mapping was performed by a building-based air quality model system, in which the traffic-related air pollutions at 5,965 receptor points in the Macao Peninsula were modeled and the average spatial resolution was 727 receptors/km2. The results indicate that under the conditions of the evening peak hour and the north wind direction sector 0–20°, air quality in the Macao Peninsula is the worst. About 14.1% of the modeled nitrogen dioxide concentrations at the 5,965 receptor points exceed the national ambient air quality standard for scenic spot of 120 μg/m3 in China. Two world heritage monuments, i.e., the “Leal Senado” Building and the Cathedral, are exposed to excessively high nitrogen dioxide concentrations of 135.9 and 121.1 μg/m3, respectively. The results in this paper could help decision makers to develop effective strategies to protect the world cultural heritages in Macao for future human generations to appreciate and enjoy.