With the increasing trend of high-rise, large-scale, and functional modern architectural structures, lightweight aggregate (LWA) concrete that exhibits excellent strength and high functionality has garnered active research attention. In particular, as the properties of concrete vary considerably with the raw materials and the proportions of aggregates in the mix, in-depth research on weight reduction, strength improvement, and functional enhancements of aggregates is crucial. This study used the negative pressure coating of a mixed solution comprising epoxy (mixture of epoxy resin and crosslinker), hyper-crosslinked polymer, and titanium oxide (TiO₂) nanoparticles on the LWA, and achieved an improvement in the strength of the LWA as well as a reduction in air pollutants such as NO_x and SO_x. Compared to a normal LWA with an aggregate impact value (AIV) of 38.7%, the AIV of the proposed epoxy–TiO₂-embedded high-strength functional LWA was reduced by approximately half to 21.1%. In addition, the reduction rates of NO_x and SO_x gases resulting from the photocatalytic properties of TiO₂ nanoparticles coated with epoxy were approximately 90.9% and 92.8%, respectively. Epoxy–TiO₂, embedded in LWAs through a mixture, exhibited stability, high strength, and a reduction in air pollutant characteristics, despite repeated water washing. The LWA proposed herein offers excellent structural and functional properties and is expected to be used in functional lightweight concrete that can be practically applied in high-rise and large-scale architectural structures.