Heat and cold temperatures associated with exposure to poor air quality lead to increased mortality. Using a generalized linear model with Poisson regression for overdispersion, this study quantifies the natural-caused mortality burden attributable to heat/cold temperatures and PM(10) and O(3) air pollutants in Rome and Milan, the two most populated Italian cities. We calculate local-specific mortality relative risks (RRs) for the period 2004-2015 considering the overall population and the most vulnerable age category (≥85 years). Combining a regional climate model with a chemistry-transport model under future climate and air pollution scenarios (RCP2.6 and RCP8.5), we then project mortality to 2050. Results show that for historical mortality the burden is much larger for cold than for warm temperatures. RR peaks during wintertime in Milan and summertime in Rome, highlighting the relevance of accounting for the effects of air pollution besides that of climate, in particular PM(10) for Milan and O(3) for Rome. Overall, Milan reports higher RRs while, in both cities, the elderly appear more susceptible to heat/cold and air pollution events than the average population. Two counterbalancing effects shape mortality in the future: an increase associated with higher and more frequent warmer daily temperatures - especially in the case of climate inaction - and a decrease due to declining cold-mortality burden. The outcomes highlight the urgent need to adopt more stringent and integrated climate and air quality policies to reduce the temperature and air pollution combined effects on health.