The COVID-19 pandemic resulted in changed emission regimes all over the world. India also imposed complete lockdown on all modes of travel and industrial activities for about 2 months from 25-March-2020 and later unlocked these activities in a phased manner. Here, we study signatures of emissions changes on levels of atmospheric trace gases and aerosols contributing to air pollution over multiple sites in India’s capital Delhi covering various lockdown and unlock phases using satellite data and in-situ observations. The resulting changes in the levels of these species were compared with respect to their average of 2015–2019 to attribute for year to year and seasonal changes. A clear impact of lockdown was observed for AOD, PM, NO2, CO, and SO2 as a result of emission changes, while changed precursor levels led to a change in O3 chemical regimes impacting its concentrations. A detailed analysis of FLEXPART trajectories revealed increased PM levels over Delhi in north-westerly air masses sourced to Punjab region all the way up to Pakistan. Changes in aerosols and NO2 were not only restricted to the surface but transcended the total tropospheric column. The maximum decrease in PM, NO2, CO, and SO2 was observed during the month of total lockdown in April. The lockdown impact varied with species e.g., PM10 and PM2.5 as well as locations even within the periphery of Delhi. While surface level aerosols and NO2 showed significant and almost similar changes, AOD showed much lower decrease than tropospheric column NO2.