The rapid spread of the coronavirus (COVID-19) pandemic affected the economy, trade, transport, health care, social services, and other sectors. To control the rapid dispersion of the virus, most countries imposed national lockdowns and social distancing policies. This led to reduced industrial, commercial, and human activities, followed by lower air pollution emissions, which caused air quality improvement. Air pollution monitoring data from the European Environment Agency (EEA) datasets were used to investigate how lockdown policies affected air quality changes in the period before and during the COVID-19 lockdown, comparing to the same periods in 2018 and 2019, along with an assessment of the Index of Production variation impact to air pollution changes during the pandemic in 2020. Analysis results show that industrial and mobility activities were lower in the period of the lockdown along with the reduced selected pollutant NO2, PM2.5, PM10 emissions by approximately 20–40% in 2020.