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The novel coronavirus (COVID-19) pandemic has provided a distinct opportunity to explore the mechanisms by which human activities affect air quality and pollution emissions. We conduct a quasi-difference-in-differences (DID) analysis of the impacts of lockdown measures on air pollution during the first wave of the COVID-19 pandemic in China. Our study covers 367 cities from the beginning of the lockdown on 23 January 2020 until April 22, two weeks after the lockdown in the epicenter was lifted. Static and dynamic analysis of the average treatment effects on the treated is conducted for the air quality index (AQI) and six criteria pollutants. The results indicate that, first, on average, the AQI decreased by about 7%. However, it was still over the threshold set by the World Health Organization. Second, we detect heterogeneous changes in the level of different pollutants, which suggests heterogeneous impacts of the lockdown on human activities: carbon monoxide (CO) had the biggest drop, about 30%, and nitrogen dioxide (NO2) had the second-biggest drop, 20%. In contrast, ozone (O3) increased by 3.74% due to the changes in the NOx/VOCs caused by the decrease in NOx, the decrease of O3 titration, and particulate matter concentration. Third, air pollution levels rebounded immediately after the number of infections dropped, which indicates a swift recovery of human activities. This study provides insights into the implementation of environmental policies in China and other developing countries.