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The spread of the COVID-19 pandemic and consequent lockdowns all over the world have had various impacts on atmospheric quality. This study aimed to investigate the impact of the lockdown on the air quality of Nanjing, China. The off-axis measurements from state-of-the-art remote-sensing Multi-Axis Differential Optical Absorption Spectroscope (MAX-DOAS) were used to observe the trace gases, i.e., Formaldehyde (HCHO), Nitrogen Dioxide (NO2), and Sulfur Dioxide (SO2), along with the in-situ time series of NO2, SO2 and Ozone (O3). The total dataset covers the span of five months, from 1 December 2019, to 10 May 2020, which comprises of four phases, i.e., the pre lockdown phase (1 December 2019, to 23 January 2020), Phase-1 lockdown (24 January 2020, to 26 February 2020), Phase-2 lockdown (27 February 2020, to 31 March 2020), and post lockdown (1 April 2020, to 10 May 2020). The observed results clearly showed that the concentrations of selected pollutants were lower along with improved air quality during the lockdown periods (Phase-1 and Phase-2) with only the exception of O3, which showed an increasing trend during lockdown. The study concluded that limited anthropogenic activities during the spring festival and lockdown phases improved air quality with a significant reduction of selected trace gases, i.e., NO2 59%, HCHO 38%, and SO2 33%. We also compared our results with 2019 data for available gases. Our results imply that the air pollutants concentration reduction in 2019 during Phase-2 was insignificant, which was due to the business as usual conditions after the Spring Festival (Phase-1) in 2019. In contrast, a significant contamination reduction was observed during Phase-2 in 2020 with the enforcement of a Level-II response in lockdown conditions i.e., the easing of the lockdown situation in some sectors during a specific interval of time. The observed ratio of HCHO to NO2 showed that tropospheric ozone production involved Volatile Organic Compounds (VOC) limited scenarios.