INTRODUCTION: COVID-19 lockdowns led to considerable reductions in air pollutant emissions worldwide, providing a unique opportunity to examine the impacts of reduced air pollution on mortality. This project aimed to quantify changes in nitrogen dioxide (NO) and fine particulate matter (PM) concentrations due to COVID-19 lockdowns, estimate associations between short-term exposures to these air pollutants and mortality rates, and calculate the attributable changes in mortality in four regions that implemented lockdowns but were mildly affected by the pandemic in early 2020, including Jiangsu Province, China; California, USA; Central and Southern Italy; and Germany. METHODS: To account for meteorological impacts and air pollution time trends, we used a machine learning-based meteorological normalization technique and the difference-in-differences approach to quantify changes in NO and PM concentrations due to lockdowns in early 2020. Using daily air pollution and mortality data from 2015 to 2019, we applied interactive fixed effects models (a causal modeling approach) to estimate associations between day-to-day changes in PM and NO concentrations and all-cause, natural-cause, and cardiovascular mortality rates before the pandemic in each region. Finally, using the quantified air pollution changes and the estimated air pollution-mortality relationships, we calculated the changes in mortality that were attributable to air pollution changes due to the lockdowns. RESULTS: We found that meaningful improvements in air quality occurred during the lockdowns in early 2020 in Jiangsu, China; California, USA; and Central and Southern Italy, with smaller magnitudes of reduction in PM compared to NO. We observed no significant reduction in NO and a small increase in PM in Germany. After controlling for unmeasured spatial and temporal confounders, we detected statistically significant associations between short-term increases in PM and NO concentrations and increases in daily all-cause, natural-cause, and cardiovascular mortality rates in all four study regions from 2015 to 2019. Specifically, we determined that lockdown-induced reductions in NO resulted in avoiding 1.41 (95% empirical confidence interval [eCI]: 0.94-1.88), 0.44 (95% eCI: 0.17-0.71), and 4.66 (95% eCI: 2.03-7.44) deaths per 100,000 people in Jiangsu, China; California, USA; and Central and Southern Italy, respectively. Mortality benefits attributable to PM reductions in these regions also were statistically significant, albeit of a smaller magnitude, and resulted in avoiding 0.16 (95% eCI: 0.04-0.29), 0.23 (95% eCI: 0.03-0.43), and 0.91 (95% eCI: 0.09-1.78) deaths per 100,000 people in Jiangsu, China; California, USA; and Central and Southern Italy, respectively. In Germany, the mortality benefits attributable to NO changes were not statistically significant (mortality change of -0.11; 95% eCI: -0.25 to 0.03 deaths per 100,000 people), and an observed increase in PM was associated with an increase in mortality of 0.35 (95% eCI: 0.22-0.48) deaths per 100,000 people during the lockdown. CONCLUSIONS: Using a causal modeling approach, this study contributes to the growing body of evidence that short-term exposures to PM and NO are associated with increased all-cause and cause-specific mortality rates. In areas mildly affected by the COVID-19 pandemic, lockdowns in early 2020 generally improved air quality and led to health benefits, especially in association with NO reductions, with notable heterogeneity across regions. This study underscores the importance of accounting for local characteristics when policymakers adapt successful emission control strategies from other regions.