The purpose of this study is to investigate the impact of using an ensemble Kalman filter (EnKF) on air quality simulations in the California–Mexico border region on two days (May 30 and June 04, 2010) during Cal–Mex 2010. The uncertainties in ozone (O3) and aerosol simulations in the border area due to the meteorological initial uncertainties were examined through ensemble simulations. The ensemble spread of surface O3 averaged over the coastal region was less than 10 ppb. The spreads in the nitrate and ammonium aerosols are substantial on both days, mostly caused by the large uncertainties in the surface temperature and humidity simulations. In general, the forecast initialized with the EnKF analysis (EnKF) improved the simulation of meteorological fields to some degree in the border region compared to the reference forecast initialized with NCEP analysis data (FCST) and the simulation with observation nudging (FDDA), which in turn leading to reasonable air quality simulations. The simulated surface O3 distributions by EnKF were consistently better than FCST and FDDA on both days. EnKF usually produced more reasonable simulations of nitrate and ammonium aerosols compared to the observations, but still have difficulties in improving the simulations of organic and sulfate aerosols. However, discrepancies between the EnKF simulations and the measurements were still considerably large, particularly for sulfate and organic aerosols, indicating that there are still ample rooms for improvement in the present data assimilation and/or the modeling systems.