The present review addresses recent advances and especially challenging aspects regarding the role of environmental risk factors in adult-onset asthma, for which the causes are poorly established. In the first part of the review, we discuss aspects regarding some environmental risk factors for adult-onset asthma: air pollution, occupational exposures with a focus on an emerging risk represented by exposure to cleaning agents (both at home and in the workplace), and lifestyle and nutrition. The second part is focused on perspectives and challenges, regarding relevant topics on which research is needed to improve the understanding of the role of environmental factors in asthma. Aspects of exposure assessment, the complexity of multiple exposures, the interrelationships of the environment with behavioral characteristics and the importance of studying biological markers and gene–environment interactions to identify the role of the environment in asthma are discussed. We conclude that environmental and lifestyle exposures play an important role in asthma or related phenotypes. The changes in lifestyle and the environment in recent decades have modified the specific risk factors in asthma even for well-recognized risks such as occupational exposures. To better understand the role of the environment in asthma, the use of objective (quantitative measurement of exposures) or modern tools (bar code, GPS) and the development of multidisciplinary collaboration would be very promising. A better understanding of the complex interrelationships between socio-economic, nutritional, lifestyle and environmental conditions might help to study their joint and independent roles in asthma.