Preheat air fryer to 400.
Combine cornmeal, flour, Cajun seasoning, and black pepper in a gallon-sized zipper bag. Shake to mix well.
Beat the egg in a medium-sized bowl. Add cut okra and stir to coat.
Let excess egg drip off okra as you transfer it to the bag. Reseal and shake to coat okra completely.
Spray the inside of the air fryer basket and transfer okra to the basket. Spray with cooking spray, toss, and spray again. Let cook 5 minutes.
Toss okra, spray with more cooking spray, and cook 5 more minutes.
Check for crispiness. Depending on your air fryer, your okra may be done now. If not, toss the okra, spray again, and cook for another 3-5 minutes.