I just replaced the air filter and pollen filter in my peugeot 40 2005 1.6l diesel, now I seem to receive this error message: Engine anti pollution system defective. What could be causing this?

If the anti-pollution light on your Peugeot 207 VTi is on, it usually indicates a problem with the vehicle's emission control system. This light may appear in different ways, depending on the model and year of your vehicle, but it usually looks like a picture of an engine with "check" written on it.
Here are some steps you can take to address this issue:

1. Check the gas cap: A loose or damaged gas cap can cause the anti-pollution light to come on. Make sure the gas cap is tightened securely and that it is not damaged.
2. Check the oxygen sensor: The oxygen sensor is responsible for monitoring the level of oxygen in the exhaust and adjusting the fuel-to-air ratio. If the sensor is damaged or malfunctioning, it can cause the anti-pollution light to come on. A qualified technician can diagnose and repair the sensor.
3. Check the catalytic converter: The catalytic converter is responsible for converting harmful pollutants into less harmful gases. If the converter is damaged or malfunctioning, it can cause the anti-pollution light to come on. A qualified technician can diagnose and repair the converter.
4. Check the air filter: A dirty or clogged air filter can cause the engine to run rich, which can lead to increased emissions and the anti-pollution light to come on. Replace the air filter if necessary.

If none of these steps solve the problem, it is best to consult a qualified mechanic to diagnose and repair the issue

There's no air filter warning light - that's particulate filter (aka DPF or FAP).

http://www.servicing.peugeot.co.uk/diesel-particulate-filter/

Some are on the firewall engine side.

Change the pollen filter?

There is no such thing as an anti pollution filter. All modern cars have complicated pollution control devices on them, and unless you know what you are doing and have the specialised test equipment, there is little that you can do yourself. If there is a light on the dash, then you are going to have to take it to a Peugeot mechanic. They will be able to do a diagnostic test using a laptop and hopefully this will narrow the fault down. They will then be able to give you a cost estimate to repair it. It is unlikely you will be able to fix this yourself.

Replace fuel filter and check for fuel leaks. Check and change the pollution canister or purge valve.

No. the cabin air filter filters out the pollution from the outside of the vehicle, i.e. pollen, smog, ect. The number one cause is usually the heater core. It could be leaking or a loose hose might be causing it.

its in series in the exhaust system, but check you have particulate fluid in the vehicle first before replacing the filter
regards
roger

CITROEN C8 anti pollution fault/ unblock diesel filter CAR IS VERY SLOW NO POWER

Could be the Particulate Filter blocked, and needs re-generating.