Air pollution is one of the main environmental issues faced by most countries around the world. Forecasting air pollution occurrences is an essential topic in air quality research due to the increase in awareness of its association with public health effects, and its development is vital to managing air quality. However, most previous studies have focused on enhancing accuracy, while very few have addressed uncertainty analysis, which may lead to insufficient results. The fuzzy time-series model is a better option in air pollution forecasting. Nevertheless, it has a limitation caused by utilizing a random partitioning of the universe of discourse. This study proposes a novel Markov weighted fuzzy time-series model based on the optimum partition method. Fitting the optimum partition method has been done based on five different partition methods via two stages. The proposed model is first applied for forecasting air pollution using air pollution index (API) data collected from an air monitoring station located in Klang city, Malaysia. The performance of the proposed model is evaluated based on three statistical criteria, which are the mean absolute percentage error, mean squared error and Theil�s U statistic, using the daily API data. For further validation of the model, it is also implemented for benchmark enrolment data from the University of Alabama. According to the analysis results, the proposed model greatly improved the performance of air pollution index and enrolment prediction accuracy, for which it outperformed several state-of-the-art fuzzy time-series models and classic time-series models. Thus, the proposed model could be a better option for air quality forecasting for managing air pollution. © 2020, Taiwan Fuzzy Systems Association.