Preheat air fryer to 375°F for 5 minutes.
Combine beef, Worcestershire, salt and pepper in a medium bowl.
Form the mixture into 4 (4-ounce) patties, about ½-inch thick.
Working in batches if necessary, arrange the patties in a single layer in the air-fryer basket.
Cook, flipping once, until an instant-read thermometer inserted in the center registers 160°F, about 7 minutes.
Top each patty with a cheese slice and cook until melted, about 30 seconds.
Assemble the burgers on toasted buns with lettuce, tomato, onion and pickles.
