Air quality forecasting using nearest neighbour technique provides an alternative to statistical and neural network models, which needs the information on predictor variables and understanding of underlying patterns in the data. k-nearest neighbour method of forecasting that does not assume any linear or nonlinear form of the data is used in this study to obtain the next step forecast of PM10 concentrations. Various function approximation techniques such as mean, median, linear combination and kernel regression of nearest neighbours are evaluated. It is observed that kernel regression of nearest neighbours outperforms the other individual models including bench mark persistence model for obtaining the next step forecasts. As the data may involve both linear and nonlinear patterns and any individual model cannot capture both types of patterns, combination forecasting is suggested as an alternative. The forecast error showed the outperformance of combination forecasting over individual forecast, which is quite obvious as it assigns more weightage to the model with minimum error. The study is useful when the data on predictor variables that influence the air pollutant concentrations is not available. The assumption on the underlying distribution of the data is also not required for the approach.