Dust is a significant pollution source in the United Arab Emirates (UAE) that impacts population health. Therefore, the present study aims to determine the concentration of heavy metals (Cd, Pb, Cr, Cu, Ni, and Zn) in the air in the Sharjah and Ajman emirates’ urban areas and assesses the health risk. Three indicators were used for this purpose: the average daily dose (ADD), the hazard quotient (HQ), and the health index (HI). Data were collected during the period April–August 2020. Moreover, the observation sites were clustered based on the pollutants’ concentration, given that the greater the heavy metal concentration is, the greater is the risk for the population health. The most abundant heavy metal found in the atmosphere was Zn, with a mean concentration of 160.30 mg/kg, the concentrations of other metals being in the following order: Ni > Cr > Cu > Pb > Cd. The mean concentrations of Cd, Pb, and Cr were within the range of background values, while those of Cu, Ni, and Zn were higher than the background values, indicating anthropogenic pollution. For adults, the mean ADD values of heavy metals decreased from Zn to Cd (Zn > Ni > Cr > Cu > Pb > Cd). The HQ (HI) suggested an acceptable (negligible) level of non-carcinogenic harmful health risk to residents’ health. The sites were grouped in three clusters, one of them containing a single location, where the highest concentrations of heavy metals were found.