The pollution levels reached alarming heights in early December.
On Tuesday, the Macedonian capital Skopje was ranked the third most polluted city in the world, while Sarajevo was fifth, according to the monitor AirVisual.
Pristina, the capital of Kosovo which relies on two coal-fired plants for more than 95 percent of its electricity, was not far behind.
"In three decades of teaching, I have never seen so many children cough and get sick," said Vesna Delevska, a 56-year-old teacher in Skopje.
"On the worst days, many parents don't even send their children to school," she told AFP, describing the conditions as "unbearable".
Lignite-fired power plants across the region, many of which are old and pollute heavily, plus the burning of coal to warm individual homes, pump the air with toxins.
In Skopje and Sarajevo, a ring of mountains helps trap the hazardous air in valleys where residents live, shrouding them in a grey fog.
An October UN report said fossil fuel emissions must be slashed by half in the next 12 years to limit global temperature rises.
But Balkan governments are bucking the European trend by boosting their investment coal, with plans to build new power plants across the region.