At the end of 2019, the first cases of coronavirus disease (COVID-19) were reported in Wuhan, China. Thereafter, the number of infected people increased rapidly, and the outbreak turned into a national crisis, with infected individuals all over the country. The COVID-19 global pandemic produced extreme changes in human behavior that affected air quality. Human mobility and production activities decreased significantly, and many regions recorded significant reductions in air pollution. The goal of our investigation was to evaluate the impact of the COVID-19 lockdown on the concentrations of the main air pollutants in the urban area of Palermo (Italy). In this study, the trends in the average concentrations of CO, NO2, O3, and PM10 in the air from 1 January 2020 to 31 July 2020 were compared with the corresponding average values detected at the same monitoring stations in Palermo during the previous five years (2015–2019). During the lockdown period (10 March–30 April), we observed a decrease in the concentrations of CO, NO2, and particulate matter (PM)10, calculated to be about 51%, 50%, and 45%, respectively. This confirms that air pollution in an urban area is predominantly linked to vehicular traffic.