In order to fight against the spread of COVID-19, the most hard-hit countries in the spring of 2020 implemented different lockdown strategies. To assess the impact of the COVID-19 pandemic lockdown on air quality worldwide, we use Air Quality Index (AQI) data to estimate the AQI change in 20 major cities on six continents. Our results show significant declines of AQI in NO2, SO2, CO, PM2.5 and PM10 in most cities, mainly due to the reduction of transportation, industry and commercial activities during lockdown. This work shows the reduction of primary pollutants, especially NO2, is mainly due to lockdown policies. However, preexisting local environmental policy regulations also contributed to declining NO2, SO2 and PM2.5 emissions, especially in Asian countries. In addition, higher rainfall during the lockdown period could cause decline of PM2.5, especially in Johannesburg. By contrast, the changes of AQI in ground-level O3were not significant in most of cities, as meteorological variability and ratio of VOC/NOx are key factors in ground-level O3 formation.