Ambient air pollution still represents a major health burden. While the link between short-term air pollution exposures and mortality has been well-documented globally, few studies have applied causal modeling approaches. Therefore, we aimed to quantify the relationship between day-to-day changes in ambient particulate matter with an aerodynamic diameter ≤ 2.5 μm (PM2.5) and nitrogen dioxide (NO2) levels and changes in daily natural, cardiovascular (including all-cardiovascular, cardiac, and stroke), as well as respiratory mortality rates using a causal modeling framework. Daily air pollution data and cause-specific death counts at the county, district, or municipality level from California (US), Jiangsu (China), Germany, and Lazio (Italy) were obtained for the years 2015 to 2019, including urban and rural populations. We used interactive fixed effects models to analyze the effects of air pollutants across different lag periods (0-2, 3-7, and 0-7 days after exposure) while accounting for both measured and unmeasured time-varying spatial unit-specific confounding factors. We observed increases in daily cardiovascular deaths (per 1 million people) per a 10 μg/m3 increase in daily NO2 at lag 0-7: 0.18 (95% confidence interval: -0.02, 0.38) in California, 0.23 (0.14, 0.32) in Jiangsu, 0.48 (0.27, 0.70) in Germany, and -0.35 (-2.63, 1.92) in Lazio. For PM2.5, the related increases in cardiovascular mortality rates were 0.00 (-0.18, 0.18) in California, 0.04 (0.00, 0.09) in Jiangsu, 0.22 (0.06, 0.37) in Germany, and 1.96 (0.76, 3.16) in Lazio. Additionally, associations were seen for natural, cardiac, stroke, and respiratory mortality, particularly pronounced among individuals aged 75 and older. These associations were strongest with prolonged exposures and remained consistent even in two-pollutant models. This study, using a causal modeling approach and including urban and rural populations, contributes to the growing body of evidence linking increases in short-term exposure to NO2 and PM2.5 with increased cause-specific mortality rates.