A major tool for curtailing the spread of COVID-19 pandemic in China was a nationwide lockdown, which led to significant reductions in anthropogenic emissions and fine particulate matter (PM2.5). However, the lockdown measures did not prevent high PM2.5 pollution episodes (EPs). Three severe EPs were identified in the Beijing-Tianjin-Hebei (BTH) region during the lockdown. The integrated process rate (IPR) analysis tool in the Community Multiscale Air Quality (CMAQ) model was employed to quantify the contributions of individual atmospheric processes to PM2.5 formation during the lockdown in the BTH region. The IPR results showed that emissions and aerosol processes were the dominant sources of net surface PM2.5 in Beijing and Tianjin, constituting a total of 86.2% and 92.9%, respectively, while emissions, horizontal transport, and aerosol processes dominated the net surface PM2.5 in Shijiazhuang and Baoding. In addition, the EPs in Beijing and Tianjin were primarily driven by local emissions, while the EPs in Shijiazhuang and Baoding were attributed to combined local emissions and regional transport. The reductions in PM2.5 in Case 2 relative to Case 1 were attributed to the weaker PM2.5 formation from emissions and aerosol processes. However, the EPs were enhanced by low planetary boundary layer heights, low vertical export of PM2.5 from the boundary layer to the free troposphere, and substantial horizontal import, especially in Shijiazhuang and Baoding. This study improves the understanding of buildup of PM2.5 during the EPs, and the results provide insights for designing more effective emissions control strategies to mitigate future PM2.5 episodes.