Governments around the world took unprecedented measures, such as social distancing and the minimization of public/industrial activity, in response to the COVID-19 pandemic in 2020. This provided a unique chance to assess the relationships between key air pollutant emissions and track the reductions in these emissions in various countries during the lockdown. This study considers atmospheric air pollution in the 78 largest Russian cities (with populations over 250,000) in March–June of 2019–2021. This is the first such study for the largest cities in Russia. The initial data were the TROPOMI measurements (Sentinel-5P satellite) of such pollutants as carbon monoxide (CO), formaldehyde (HCHO), nitrogen dioxide (NO2), and sulfur dioxide (SO2), which are the main anthropogenic pollutants. The data were downloaded from the Google Earth Engine’s cloud-based geospatial data platform. This provided L3-level information for subsequent analysis. The TROPOMI data indicated a decrease in the atmospheric content of the air pollutants in the largest Russian cities during the lockdown compared to the pre-pandemic and post-pandemic periods. The reduced economic activity due to the COVID-19 pandemic had the greatest impact on NO2 concentrations. The average reduction was −30.7%, while the maximum reduction was found within Moscow city limits that existed before 01.07.2012 (−41% with respect to the 2019 level). For sulfur dioxide, the average decrease was only 7%, with a further drop in 2021 (almost 20% relative to 2019). For formaldehyde and carbon monoxide, there were no reductions during the 2020 lockdown period (99.4% and 100.9%, respectively, with respect to 2019). The identified impacts of the COVID-19 lockdown on NO2, SO2, HCHO, and CO NO2 concentrations in major Russian cities generally followed the patterns observed in other industrialized cities in China, India, Turkey, and European countries. The COVID-19 pandemic had a local impact on NO2 concentration reductions in major Russian cities. The differences leveled off over time, and the baseline pollution level for each pollutant was restored.