Air pollution control is a major environmental concern. The quality of air is an important factor for everyday life in cities, since it affects the health of the community and directly influences the sustainability of our lifestyles and production methods. In this paper we propose a cyclostationary neural network (CNN) model for the prediction of the NO2 concentration. The cyclostationary nature of the problem guides the construction of the CNN architecture, which is composed by a number of MLP blocks equal to the cyclostationary period in the analyzed phenomenon, and is independent of exogenous inputs. Some preliminary experimentation shows that the CNN model significantly outperforms standard statistical tools usually employed for this task.