Mecca and Madinah are two holy cities where millions of people in general, visit throughout the years, during Hajj (Muslim's pilgrimage) time number of people visit these holy cities from different parts of the world is very high. However, the Government of Saudi Arabia only allowed 1000 pilgrims during the 2020 Hajj especially when the world is suffering from COVID-19. In the present paper, a detailed analysis of air quality parameters available from ground measurements have been carried over major cities of Saudi Arabia, Mecca, Madinah, and Jeddah from June to September 2019 and 2020. At Mecca and Jeddah, PM10, NO2 and CO concentrations are found to be higher in comparison to stations located close to Madinah. In addition, meteorological parameters, temperature, relative humidity, and wind directions are also analysed to understand changes associated with the meteorological parameters. Our detailed analysis shows a reduction in concentrations of pollutants during the 2020 Hajj, when the lockdown was observed in Saudi Arabia due to COVID-19. During June–August 2020 lockdown period, no major changes in PM10 concentration was observed since there were frequent dust events were observed. In contrast, our results show 44% reduction in NO2 (8.77 ppbv in 2019 to 4.97 ppbv in 2020) and 16% reduction in CO (0.85 ppm in 2019 to 0.72 ppm in 2020) concentrations during COVID-19 restrictions. The concentrations of NO2 and CO do not cause any issue for the air quality as NO2 and CO Indices lie within the green band (Air quality index 0–50). In Mecca, Madinah and Jeddah, the air quality is generally affected during Hajj, but during 2020, the concentration of particulate matter was influenced by local weather conditions.