This study investigates spatiotemporal changes in air pollution (particulate as well as gases) during the COVID-19 lockdown period over major cities of Bangladesh. The study investigated the aerosol optical depth (AOD) from the Moderate Resolution Imaging Spectroradiometer (MODIS) onboard Terra and Aqua satellites, PM2.5 and PM10 from Copernicus Atmosphere Monitoring Service (CAMS), and NO2 and O3 from TROPOMI-5P, from March to June 2019–2020. Additionally, aerosol subtypes from the Cloud-Aerosol Lidar and Infrared Pathfinder (CALIPSO) were used to explore the aerosol types. The strict lockdown (26 March–30 May 2020) led to a significant reduction in AOD (up to 47%) in all major cities, while the partial lockdown (June 2020) led to increased and decreased AOD over the study area. Significant reductions in PM2.5 (37–77%) and PM10 (33%–70%) were also observed throughout the country during the strict lockdown and partial lockdown. The NO2 levels decreased by 3%–25% in March 2020 in the cities of Rajshahi, Chattogram, Sylhet, Khulna, Barisal, and Mymensingh, in April by 3%–43% in Dhaka, Chattogram, Khulna, Barisal, Bhola, and Mymensingh, and May by 12%−42% in Rajshahi, Sylhet, Mymensingh, and Rangpur. During the partial lockdown in June, NO2 decreased (9%−35%) in Dhaka, Chattogram, Sylhet, Khulna, Barisal, and Rangpur compared to 2019. On the other hand, increases were observed in ozone (O3) levels, with an average increase of 3%–12% throughout the country during the strict lockdown and only a slight reduction of 1%–3% in O3 during the partial lockdown. In terms of aerosol types, CALIPSO observed high levels of polluted dust followed by dust, smoke, polluted continental, and clean marine-type aerosols over the country in 2019, but all types were decreased during the lockdown. The study concludes that the strict lockdown measures were able to significantly improve air quality conditions over Bangladesh due to the shutdown of industries, vehicles, and movement of people.