The coronavirus disease 2019 (COVID-19), which became a global pandemic by March 2020, forced almost all countries over the world to impose the lockdown as a measure of social distancing to control the spread of infection. India also strictly implemented a countrywide lockdown, starting from 24 March to 12 May 2020. This measure resulted in the reduction of the sources of air pollution in general: industrial, commercial, and vehicular pollution in particular, with visible improvement in ambient air quality. In this study, the impact of COVID-19 lockdown on the ambient concentration of air pollutants over the city of Bangalore (India) is assessed using Continuous Ambient Air Quality Measurement (CAAQM) data from 10 monitoring stations spread across the city. The data was obtained from Central Pollution Control Board (CPCB) and Karnataka State Pollution Control Board (KSPCB). The analysis of the relative changes in the ambient concentration of six major air pollutants (NO, NO₂, NO_X, PM_2.5, O₃, and SO₂) has been carried out for two periods: March–May 2020 (COVID-19 lockdown) and the corresponding period of 2019 during when there was no lockdown. The analysis revealed significant reduction in the concentration of ambient air pollutants at both daily and monthly intervals. This can be attributed to the reduction in sources of emission; vehicular traffic, industrial, and other activities. The average reduction in the concentration of NO, NO₂, NO_X, PM_2.5, and O₃ between 01 March and 12 May 2020 was found to be 63%, 48%, 48%, 18%, and 23% respectively when compared to the same period in 2019. Similarly, the comparative analysis of pollutant concentrations between pre-lockdown (01–23 March 2020) and lockdown (24 March–12 May 2020) periods has shown a huge reduction in the ambient concentration of air pollutants, 47.3% (NO), 49% (NO₂), 49% (NO_X), 10% (SO₂), 37.7% (PM_2.5), and 15.6% (O₃), resulting in improved air quality over Bangalore during the COVID-19 lockdown period. It is shown that the strict lockdown resulted in a significant reduction in the pollution levels. Such lockdowns may be useful as emergency intervention strategies to control air pollution in megacities when ambient air quality deteriorates dangerously.