The government of Saudi Arabia imposed a strict lockdown between March and July 2020 to stop the spread of the coronavirus disease (COVID-19), which has led to a sharp decline in economic activities. The daily temporal variations of PM
10
, PM
2.5
, carbon monoxide (CO), nitrogen dioxide (NO
2
), and ozone (O
3
) were used to investigate the changes in air quality in response to COVID-19 lockdown control measures from January to December 2020 in Jeddah, Saudi Arabia. Meteorological parameters (wind speed, direction, temperature, relative humidity) were also analyzed to understand the changes during the pandemic. As a result, significant reductions in the concentrations of NO
2
(– 44.5%), CO (– 41.5%), and PM
2.5
, PM
10
(– 29.5%, each) were measured in the capital city of Jeddah during the quarantine compared to the pre-lockdown average. In contrast, the lockdown caused a significant increase in O
3
by 41%. The changes in air quality during the COVID-19 outbreak by comparing the average pollutant concentration before lockdown (January 1–March 21, 2020) and the following 12 weeks during the partial lockdown (March 22–July 28, 2020), reveal a very significant decrease in pollutants, and consequently a significant improvement in air quality. Observed differences are attributable to changes in point source emissions associated with changes in localized activities, possibly related to decreased economic and industrial activity in response to the lockdown. The results of the present study show during the study period indicated a positive response to lockdown during the COVID-19 pandemic. Furthermore, the results can be used to establish future control measures and strategies to improve air quality.