Since the identification of the COVID-19 outbreak in Wuhan, China, in December 2019, the death toll from the direct infection by COVID-19 has exceeded 775,000, and more than 21 million cases have been reported to the World Health Organization (WHO) around the world. It is strongly believed that its impact might be worsened by poor outdoor and indoor air qualities, particularly on older adults. The nationwide lockdown measures were imposed between March 23 and June 20, 2020, to stop the spread of COVID-19 pandemic in the Kingdom of Saudi Arabia (KSA). In this work, the possible effects of the lockdown on the air quality were investigated using meteorological and air quality datasets obtained from eight monitoring stations covering the Eastern Province of the KSA. The studied air pollutants include carbon monoxide (CO), sulfur dioxide (SO), nitrogen dioxide (NO), ozone (O), and inhalable particulate matter (PM). The NO was found to be the marker pollutant responding best to the lockdown measures since its concentrations decreased at all sites during- and post-lockdown periods and ranged between 12-86% and 14-81%, respectively. Compared with pre-lockdown period, the Eastern Province also experienced significant concentration reductions at varying rates for PM (21-70%), CO (5.8-55%), and SO (8.7-30%), while O concentrations showed increasing rates ranging between 6.3 and 45%. The consequences of these reductions were reflected in easing the outdoor air quality, which might reduce the impact of COVID-19 pandemic, especially on elderly and sensitive groups.