The conjecture discussed in this paper was that the daily number of certified cases of COVID-19 is direct correlated to the average particular matter (PM) concentrations observed several days before when the contagions occurred (short-term effect), and this correlation is higher for areas with a higher average seasonal PM concentration, as a measure of prolonged exposure to a polluted environment (long-term effect). Furthermore, the correlations between the daily COVID-19 new cases and the mobility trips and those between the daily PM concentrations and mobility trips were also investigated. Correlation analyses were performed for the application case study consisting in 13 of the main Italian cities, through the national air quality and mobility monitoring systems. Data analyses showed that the mobility restrictions performed during the lockdown produced a significant improvement in air quality with an average PM concentrations reduction of about 15%, with maximum variations ranging between 25% and 42%. Estimation results showed a positive correlation (stronger for the more highly polluted cities) between the daily COVID-19 cases and both the daily PM concentrations and mobility trips measured about three weeks before, when probably the contagion occurred. The obtained results are original, and if confirmed in other studies, it would lay the groundwork for the definition of the main context variables which influenced the COVID-19 spread. The findings highlighted in this research also supported by the evidence in the literature and allow concluding that PM concentrations and mobility habits could be considered as potential early indicators of COVID-19 circulation in outdoor environments. However, the obtained results pose significant ethical questions about the proper urban and transportation planning; the most polluted cities have not only worst welfare for their citizens but, as highlighted in this research, could lead to a likely greater spread of current and future respiratory and/or pulmonary health emergencies. The lesson to be learned by this global pandemic will help planners to better preserve the air quality of our cities in the post-COVID-19 era.