Summary: The COVID-19 pandemic has put much of the world into lockdown, as one unintended upside to this response, the air quality has been widely reported to have improved worldwide. Existing studies examine the environmental effect of lockdowns at a city- or country-level, few examines it from a global perspective. Using a novel COVID-19 government response tracker dataset, combining the daily air pollution data and weather data across 597 major cities worldwide between January 1, 2020, and July 5, 2020, this study quantifies the causal impacts of 8 types of lockdown measures on changes of a range of individual pollutants based on a difference-in-differences design. The results show that the NO, air quality index value falls more precipitously (23–37%) relative to the pre-lockdown period, followed by PM, (14–20%), SO, (2–20%), PM, (7–16%), and CO (7–11%), but the O, increases 10–27%. Furthermore, intra/intercity travel restrictions have a better performance in curbing air pollution. These results are robust to a set of alternative specifications, including different panel sizes, independent variables, estimation strategies. The heterogeneity analysis in terms of different types of cities shows that the lockdown effects are more remarkable in cities from lower-income, more industrialized, and populous countries. We also do a back-of-the-envelope calculation of the subsequent health benefits following such improvement, and the expected averted premature deaths due to air pollution declines are around 99,270 to 146,649 among 76 countries and regions involved in this study during the COVID-19 lockdown. These findings underscore the importance of continuous air pollution control strategies to protect human health and reduce the associated social welfare loss both during and after the COVID-19 pandemic.