We report on a long-lasting (10 days) Saharan dust event affecting large sections of South-Eastern Europe by using a synergy of lidar, satellite, in-situ observations and model simulations over Athens, Greece. The dust measurements (11–20 May 2020), performed during the confinement period due to the COVID-19 pandemic, revealed interesting features of the aerosol dust properties in the absence of important air pollution sources over the European continent. During the event, moderate aerosol optical depth (AOD) values (0.3–0.4) were observed inside the dust layer by the ground-based lidar measurements (at 532 nm). Vertical profiles of the lidar ratio and the particle linear depolarization ratio (at 355 nm) showed mean layer values of the order of 47 ± 9 sr and 28 ± 5%, respectively, revealing the coarse non-spherical mode of the probed plume. The values reported here are very close to pure dust measurements performed during dedicated campaigns in the African continent. By utilizing Libradtran simulations for two scenarios (one for typical midlatitude atmospheric conditions and one having reduced atmospheric pollutants due to COVID-19 restrictions, both affected by a free tropospheric dust layer), we revealed negligible differences in terms of radiative effect, of the order of +2.6% (SWBOA, cooling behavior) and +1.9% (LWBOA, heating behavior). Moreover, the net heating rate (HR) at the bottom of the atmosphere (BOA) was equal to +0.156 K/d and equal to +2.543 K/d within 1–6 km due to the presence of the dust layer at that height. On the contrary, the reduction in atmospheric pollutants could lead to a negative HR (−0.036 K/d) at the bottom of the atmosphere (BOA) if dust aerosols were absent, while typical atmospheric conditions are estimated to have an almost zero net HR value (+0.006 K/d). The NMMB-BSC forecast model provided the dust mass concentration over Athens, while the air mass advection from the African to the European continent was simulated by the Hybrid Single-Particle Lagrangian Integrated Trajectory (HYSPLIT) model.