An "exceptional" dust cloud from the Sahara is choking parts of Europe, the continent's climate monitor said on Monday, causing poor air quality and coating windows and cars in grime.

Copernicus Atmosphere Monitoring Service said the latest plume, the third of its kind in recent weeks, was bringing hazy conditions to southern Europe and would sweep northward as far as Scandinavia.

Mark Parrington, senior scientist at Copernicus, said the latest event was related to a weather pattern that has brought warmer weather to parts of Europe in recent days.

"While it is not unusual for Saharan dust plumes to reach Europe, there has been an increase in the intensity and frequency of such episodes in recent years, which could be potentially attributed to changes in atmospheric circulation patterns," he said.

This latest episode has caused air quality to deteriorate in several countries, Copernicus said.

The European Union's safe threshold for concentrations of PM10 -- coarser particles like sand and dust that that can irritate the nose and throat -- has already been exceeded in some locations.

The worst affected was the Iberian Peninsula in Spain but lesser air pollution spikes were also recorded in parts of Switzerland, France and Germany.

Local authorities in southeastern and southern France announced that the air pollution threshold was breached on Saturday.

They advised residents to avoid intense physical activity, particularly those with heart or respiratory problems.

The dust outbreak was expected to reach Sweden, Finland and northwest Russia before ending on Tuesday with a shift in weather patterns, Copernicus said.

The Sahara emits between 60 and 200 million tonnes of fine dust every year, which can travel thousands of kilometres (miles), carried by winds and certain meteorological conditions.

The Spanish Canary Islands off the coast of northwest Africa saw just 12 days within a 90-day period from December to February where skies were free of Saharan dust, the local weather agency Aemet had reported.