Hold your breath if you visit Bulgaria.

The air in the small Black Sea nation is thicker with several major air pollutants than the air in any other country in Europe, according to a new study prepared by Europe’s environmental regulators.

Bulgaria has the highest concentrations of the two major varieties of particulate matter, which are tiny airborne droplets or gas particles that come from smokestacks, vehicle tailpipes or a variety of other sources. They can lead to health problems from asthma to cancer. Bulgaria also has the highest concentrations of carbon monoxide and sulfur dioxide, according to the report by the European Environment Agency.

The pollution in Bulgaria’s capital of Sofia is evident to anyone who has spent any time there. “When you put on a washed white shirt and take a walk for a couple of hours in Sofia, when you come back you can see that the collar and the front have a yellow-gray hue,” said Alex Melamed, a 25-year-old business student who lives in the city of about 1.2 million people. “Sometimes I do the following experiment: I walk around in Sofia and do not touch anything, when I come back and wash my hands, the soap gets dirty.”

But Bulgaria is hardly alone in having air quality challenges. While Bulgarian cities lead in the concentration of particulates, Poland is a frequent runner-up, and cities in northern Italy lead in ozone, according to separate data provided by the agency.