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The emergence of the novel corona virus and the resulting lockdowns over various parts of the world have substantially impacted air quality due to reduced anthropogenic activity. The objective of this study is to investigate the impact of COVID-19 lockdown and Spring Festival on air quality of four major cities of Yangtze River Delta (YRD) region, including Shanghai, Nanjing, Hefei, and Hangzhou. In situ measurements were taken for nitrogen dioxide (NO2), particulate matter (PM2.5) and ozone (O3). In situ measurements from 1 January to 25 April were taken two years prior to COVID-19 (2018–19), during COVID-19 lockdown (2020), and one year after the COVID-19 (2021). The results indicated that the concentration of NO2 and PM2.5 dropped considerably during the lockdown days compared to normal days while the O3 concentration showed an upsurge. The NO2 showed reduction of about 54% on average during lockdown level 1 in 2020 whereas, PM 2.5 showed reduction of about 36% through the YRD. A substantial drop was observed in concentration of NO2 during the Spring Festival holidays throughout the YRD from 2019 to 2021.