Air is a diverse mixture of gaseous and suspended solid particles. Several new substances are being added to the air daily, polluting it and causing human health effects. Particulate matter (PM) is the primary health concern among these air toxins. The World Health Organization (WHO) addressed the fact that particulate pollution affects human health more severely than other air pollutants. The spread of air pollution and viruses, two of our millennium’s most serious concerns, have been linked closely. Coronavirus disease 2019 (COVID-19) can spread through the air, and PM could act as a host to spread the virus beyond those in close contact. Studies on COVID-19 cover diverse environmental segments and become complicated with time. As PM pollution is related to everyday life, an essential awareness regarding PM-impacted COVID-19 among the masses is required, which can help researchers understand the various features of ambient particulate pollution, particularly in the era of COVID-19. Given this, the present work provides an overview of the recent developments in COVID-19 research linked to ambient particulate studies. This review summarizes the effect of the lockdown on the characteristics of ambient particulate matter pollution, the transmission mechanism of COVID-19, and the combined health repercussions of PM pollution. In addition to a comprehensive evaluation of the implementation of the lockdown, its rationales—based on topographic and socioeconomic dynamics—are also discussed in detail. The current review is expected to encourage and motivate academics to concentrate on improving air quality management and COVID-19 control.