The lockdown of cities to against the COVID-19 epidemic directly decreases urban socioeconomic activities. Remotely sensed night-time light (NTL) provides a macro perspective to capture these variations. Here, taking 20 global megacities as examples, we adopted the NASA’s Black Marble NTL data with a daily resolution to investigate their spatio-temporal changes. We collected daily NTL products for four weeks (one month) before and after the date of lockdown in each city, which were then summarized as weekly and monthly averaged NTL images after pre-processing (cloud removing, outlier detection, etc.). Results show that NTL overall decreased after the lockdown of cities, but with regional disparities and varying spatial patterns. Asian cities experienced the most obvious reduction of NTL. Particularly, the monthly averaged NTL in Mumbai, India, decreased by nearly 20% compared to one month before. However, there were no significant decline in NTL in European cities. African cities also experienced stable changes of NTL. Spatially, city centers darkened more obviously than the urban periphery. Facing emergencies, NTL data has broad applications in monitoring socioeconomic dynamics and assessing public policies in a near real-time manner.