This study draws the link between COVID-19 and air pollution (ground ozone O
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) from February 29, 2020 to July 10, 2020 in the top 10 affected States of the US. Utilizing quantile-on-quantile (QQ) estimation technique, we examine in what manner the quantiles of COVID-19 affect the quantiles of air pollution and vice versa. The primary findings confirm overall dependence between COVID-19 and air pollution. Empirical results exhibit a strong negative effect of COVID-19 on air pollution in New York, Texas, Illinois, Massachusetts, and Pennsylvania; especially at medium to higher quantiles, while New Jersey, Illinois, Arizona, and Georgia show strong negative effect mainly at lower quantiles. Contrarily, COVID-19 positively affects air pollution in Pennsylvania at extreme lower quantiles. On the other side, air pollution predominantly caused to increase in the intensity of COVID-19 cases across all states except lower quantiles of Massachusetts, and extreme higher quantiles of Arizona and New Jersey, where this effect becomes less pronounced or negative. Concludingly, a rare positive fallout of COVID-19 is reducing environmental pressure, while higher environmental pollution causes to increase the vulnerability of COVID-19 cases. These findings imply that air pollution is at the heart of chronic diseases, therefore the state government should consider these asymmetric channels and introduce appropriate policy measures to reset and control atmospheric emissions.