People do ask this, and they deserve a straight answer rather than either the wellness industry's silence or the internet's alarm. We sell incense holders, so we have an obvious interest, which is exactly why this article tries to state the position plainly rather than reassure.
What incense smoke contains
Incense smoke is combustion smoke. Like any smoke from burning organic material, it contains fine particulate matter, along with carbon monoxide and a range of volatile organic compounds. The particulates are the part researchers focus on, because very fine particles can be inhaled deep into the lungs.
This is not controversial and it is not scaremongering. Burning anything indoors, including candles and cooking, produces particulates. The question is how much, how often, and in what sort of room.
What the research shows, and its limits
There is a reasonable body of work measuring emissions from burning incense, and a smaller body looking at health outcomes. The measurement studies consistently find that incense raises indoor particulate levels while burning, sometimes substantially in unventilated conditions.
The health outcome research is where honest caution is needed. Much of it comes from populations with very heavy long term exposure, typically daily temple or household burning over decades in poorly ventilated spaces. Associations found there cannot be straightforwardly applied to someone lighting a cone twice a week in a ventilated British living room. Nobody has good data on that level of use, which means the honest answer is that occasional moderate use has not been shown to be harmful, and also has not been demonstrated safe with the certainty people would like.

Ventilation is the variable that matters
If there is one thing to take from this article, it is this. The same cone burned in a sealed box room and in a room with a window slightly open produces completely different exposure, because exposure depends on concentration and concentration depends on air changes.
Practically: open a window, or leave the door open, while incense burns and for a short while afterwards. In a British winter this feels counterintuitive, and a window on the latch for twenty minutes costs very little heat while making a genuine difference to the air.
Frequency and duration
The other two variables you control. A cone burning for fifteen minutes twice a week is a different proposition from sticks burning for several hours daily. Most British households are comfortably at the first end, and the people who should think hardest are those who burn continuously out of habit rather than intention.
Burning with intention rather than as background is better for the experience as well as the air. Light it for something, and put it out when that thing is finished.
Who should be more careful
Anyone with asthma or another respiratory condition, small children, and anyone pregnant should take ventilation seriously or choose a smokeless option. The same goes for households where someone is already sensitive to smoke of any kind, since incense will usually be noticed first.
Small rooms with the door shut, and rooms where someone sleeps, are the settings where it is most worth being thoughtful.
The smokeless option, honestly presented
If any of the above applies to you, the straightforward answer is a Buddha oil burner. It warms fragrance oil or a wax melt over a tealight and releases scent without combustion, so there is no smoke and no particulate from the fragrance itself. There is still a tealight, which is a small flame, but the difference in what goes into the air is substantial.
At £6.99 for the classic Buddha oil burner, it is also the cheapest way to keep the ritual and lose the smoke.

How to burn sensibly if you do burn
Open a window or door. Burn in the largest room available rather than the smallest. Use good quality incense, since cheap sticks with synthetic binders tend to produce more acrid smoke. Do not burn in a bedroom you are about to sleep in with the door shut. Put it out deliberately rather than letting it run. And clear ash between burns, which is about airflow as much as tidiness, as our guide to using a cone holder properly explains.
The honest summary
Occasional, ventilated incense burning in a normal home is a modest source of indoor particulates, comparable in kind with candles and cooking. Heavy daily burning in an unventilated room is a genuinely different thing, and the research that raises concern is largely about that pattern. If you are in any doubt, or anyone in the household has a respiratory condition, the oil burner removes the question entirely.
Questions people ask
Is incense bad for your lungs?
Incense smoke contains fine particulates, like any combustion smoke. The research raising concern comes largely from very heavy long term exposure in unventilated settings, and does not straightforwardly apply to occasional ventilated use in a normal home.
How can I burn incense more safely?
Ventilate, which matters more than anything else. Open a window or door while burning and briefly afterwards, use the largest available room, burn for shorter periods, and never burn in a small sealed room.
Is incense worse than candles?
Both produce particulates. Incense typically produces more per hour of burning than a candle does, which is one reason ventilation and duration matter.
Should I burn incense around children or asthma?
Be cautious. Anyone with asthma or another respiratory condition, small children and anyone pregnant should ventilate carefully or choose a smokeless oil burner instead.
What is the best smokeless alternative?
An oil burner with fragrance oil or a wax melt. It uses gentle heat rather than combustion, so the fragrance produces no smoke, and it keeps the ritual intact.